+500.0%
APP vs CVX
+156.3%
+343.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | -9.7% | +80.9% | +74.0% |
| 30D | +39.1% | +3.6% | +35.4% | +37.3% |
| 3M | +16.5% | +13.3% | +3.2% | +12.5% |
| 6M | -16.6% | +16.9% | -33.4% | -20.7% |
| YTD | -41.9% | +43.4% | -85.3% | -49.0% |
| 1Y | -37.0% | +44.5% | -81.5% | -44.9% |
| 3Y | +892.4% | +64.0% | +828.5% | +729.2% |
| 5Y | +297.3% | +126.4% | +170.9% | +211.9% |
| All | +500.0% | +156.3% | +343.8% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling