+221.9%
CVX vs APA
-1.1%
+223.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.9% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +10.7% | +9.3% | +1.3% | +7.3% |
| 3M | +15.5% | +23.3% | -7.9% | +7.2% |
| 6M | +14.9% | +39.5% | -24.6% | +1.8% |
| YTD | +44.2% | +87.6% | -43.4% | +15.2% |
| 1Y | +43.5% | +114.2% | -70.7% | +8.6% |
| 3Y | +45.0% | +13.6% | +31.4% | +30.4% |
| 5Y | +172.2% | +175.6% | -3.4% | +76.2% |
| 10Y | +221.9% | -2.6% | +224.5% | +105.4% |
| All | +221.9% | -1.1% | +223.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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