+279.9%
CVX vs APTV
+194.6%
+85.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -2.2% |
| 7D | +3.3% | +4.8% | -1.5% | +1.8% |
| 30D | +12.9% | +2.0% | +10.9% | +11.9% |
| 3M | +11.7% | -34.2% | +46.0% | +25.1% |
| 6M | +14.1% | -34.7% | +48.8% | +26.4% |
| YTD | +40.7% | -37.0% | +77.7% | +56.6% |
| 1Y | +37.5% | -40.4% | +77.9% | +55.1% |
| 3Y | +43.9% | -54.1% | +98.0% | +69.8% |
| 5Y | +161.5% | -68.0% | +229.5% | +232.7% |
| 10Y | +215.1% | -15.5% | +230.6% | +153.3% |
| All | +279.9% | +194.6% | +85.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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