+378.5%
APP vs CVX
+152.9%
+225.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -10.0% | +13.4% | -23.5% | -12.6% |
| 3M | -44.6% | +11.8% | -56.5% | -46.3% |
| 6M | -37.9% | +12.4% | -50.3% | -40.1% |
| YTD | -53.7% | +41.5% | -95.2% | -58.9% |
| 1Y | -43.0% | +41.6% | -84.6% | -49.5% |
| 3Y | +640.8% | +42.2% | +598.5% | +545.2% |
| 5Y | +358.8% | +166.0% | +192.9% | +244.9% |
| All | +378.5% | +152.9% | +225.7% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling