+125.6%
CVX vs APD
+11.0%
+114.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -9.7% | -3.7% | -6.1% | -8.9% |
| 30D | +3.6% | +9.6% | -6.0% | +1.3% |
| 3M | +13.3% | +1.6% | +11.7% | +12.8% |
| 6M | +16.9% | +2.2% | +14.7% | +15.9% |
| YTD | +43.4% | +25.9% | +17.5% | +34.6% |
| 1Y | +44.5% | +20.1% | +24.4% | +37.0% |
| 3Y | +64.0% | +12.4% | +51.6% | +56.5% |
| All | +125.6% | +11.0% | +114.7% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling