+219.2%
CVX vs VWO
+117.1%
+102.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +2.6% | -1.8% | +4.4% | +3.9% |
| 30D | +9.8% | -0.1% | +9.9% | +9.8% |
| 3M | +16.2% | +2.2% | +14.0% | +13.7% |
| 6M | +13.6% | +8.8% | +4.9% | +4.7% |
| YTD | +44.4% | +12.4% | +32.0% | +29.2% |
| 1Y | +40.6% | +15.6% | +25.0% | +22.8% |
| 3Y | +48.2% | +62.5% | -14.3% | -3.1% |
| 5Y | +172.3% | +34.3% | +138.0% | +106.3% |
| All | +219.2% | +117.1% | +102.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling