-55.4%
APP vs CVX
+47.0%
-102.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.7% | +14.4% | +7.9% |
| 7D | +4.5% | -5.3% | +9.9% | +0.9% |
| 30D | -3.6% | +5.1% | -8.7% | 0.0% |
| 3M | -35.3% | +14.9% | -50.2% | -28.1% |
| 6M | -42.8% | +14.9% | -57.7% | -34.9% |
| YTD | -59.7% | +46.3% | -106.0% | -47.8% |
| 1Y | -55.4% | +47.0% | -102.4% | -41.4% |
| All | -55.4% | +47.0% | -102.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling