+269.3%
APLD vs CNP
+42.2%
+227.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.7% |
| 7D | +7.8% | -0.1% | +7.9% | +8.1% |
| 30D | -23.0% | +5.0% | -28.0% | -25.0% |
| 3M | -39.7% | +2.7% | -42.3% | -40.5% |
| 6M | -59.8% | -1.9% | -57.9% | -59.8% |
| YTD | -27.0% | +8.8% | -35.7% | -32.0% |
| 1Y | -37.3% | +5.6% | -43.0% | -40.8% |
| 3Y | +281.9% | +63.2% | +218.7% | +159.3% |
| All | +269.3% | +42.2% | +227.1% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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