+506.6%
APP vs CVX
+154.6%
+352.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | +61.1% | -6.2% | +67.3% | +62.6% |
| 30D | +42.8% | -0.4% | +43.1% | +42.0% |
| 3M | +16.7% | +9.3% | +7.4% | +13.5% |
| 6M | -15.6% | +18.4% | -34.0% | -20.1% |
| YTD | -41.3% | +42.5% | -83.8% | -48.3% |
| 1Y | -39.3% | +41.0% | -80.3% | -46.4% |
| 3Y | +803.2% | +67.5% | +735.7% | +649.9% |
| 5Y | +313.2% | +126.1% | +187.0% | +223.8% |
| All | +506.6% | +154.6% | +352.0% | +353.0% |
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