+4,683.6%
CVX vs APD
+6,115.6%
-1,432.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +3.3% | -2.2% | +5.6% | +4.2% |
| 30D | +12.9% | +2.1% | +10.8% | +11.9% |
| 3M | +11.7% | +7.2% | +4.5% | +8.3% |
| 6M | +14.1% | +11.2% | +2.9% | +8.9% |
| YTD | +40.7% | +24.4% | +16.3% | +28.5% |
| 1Y | +37.5% | +6.7% | +30.8% | +32.3% |
| 3Y | +43.9% | +9.2% | +34.7% | +33.6% |
| 5Y | +161.5% | +27.4% | +134.1% | +124.3% |
| 10Y | +215.1% | +164.8% | +50.3% | +106.3% |
| All | +4,683.6% | +6,115.6% | -1,432.0% | +1,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling