+4,683.6%
CVX vs APA
+815.8%
+3,867.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +12.9% | +23.4% | -10.5% | +4.4% |
| 3M | +11.7% | +12.7% | -1.0% | +6.6% |
| 6M | +14.1% | +39.4% | -25.3% | +0.3% |
| YTD | +40.7% | +79.0% | -38.3% | +12.4% |
| 1Y | +37.5% | +88.8% | -51.3% | +6.6% |
| 3Y | +43.9% | +6.4% | +37.6% | +31.5% |
| 5Y | +161.5% | +153.0% | +8.5% | +65.7% |
| 10Y | +215.1% | +7.5% | +207.6% | +95.9% |
| All | +4,683.6% | +815.8% | +3,867.8% | +1,535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling