+162.6%
CVX vs APD
+27.6%
+135.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +3.3% | -2.2% | +5.6% | +3.9% |
| 30D | +12.9% | +2.1% | +10.8% | +12.3% |
| 3M | +11.7% | +7.2% | +4.5% | +9.5% |
| 6M | +14.1% | +11.2% | +2.9% | +10.7% |
| YTD | +40.7% | +24.4% | +16.3% | +32.4% |
| 1Y | +37.5% | +6.7% | +30.8% | +34.3% |
| 3Y | +43.9% | +9.2% | +34.7% | +38.3% |
| All | +162.6% | +27.6% | +135.1% | +129.3% |
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