+653.5%
APP vs CVX
+43.1%
+610.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +0.9% | +3.3% | -2.5% | +0.4% |
| 30D | -23.3% | +12.9% | -36.2% | -24.8% |
| 3M | -42.6% | +11.7% | -54.4% | -43.7% |
| 6M | -33.6% | +14.1% | -47.8% | -35.8% |
| YTD | -52.4% | +40.7% | -93.1% | -58.2% |
| 1Y | -35.9% | +37.5% | -73.4% | -43.3% |
| All | +653.5% | +43.1% | +610.5% | +502.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling