+391.7%
APP vs CVX
+151.4%
+240.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +0.9% | +3.3% | -2.5% | +0.1% |
| 30D | -23.3% | +12.9% | -36.2% | -25.5% |
| 3M | -42.6% | +11.7% | -54.4% | -44.3% |
| 6M | -33.6% | +14.1% | -47.8% | -36.4% |
| YTD | -52.4% | +40.7% | -93.1% | -57.7% |
| 1Y | -35.9% | +37.5% | -73.4% | -42.7% |
| 3Y | +642.2% | +43.9% | +598.3% | +544.1% |
| 5Y | +311.1% | +161.5% | +149.6% | +210.6% |
| All | +391.7% | +151.4% | +240.2% | +270.7% |
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