+244.7%
APLD vs CCL
+67.4%
+177.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.4% | +4.8% |
| 7D | +3.1% | +3.1% | 0.0% | +0.9% |
| 30D | -29.4% | +17.5% | -46.9% | -36.6% |
| 3M | -42.8% | +6.8% | -49.6% | -45.7% |
| 6M | -59.5% | +18.7% | -78.2% | -64.3% |
| YTD | -31.8% | +3.0% | -34.8% | -34.5% |
| 1Y | -46.0% | +17.7% | -63.7% | -52.8% |
| 3Y | +252.0% | +155.6% | +96.4% | +71.9% |
| All | +244.7% | +67.4% | +177.4% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling