+269.3%
APLD vs CPNG
-5.9%
+275.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.3% |
| 7D | +7.8% | -6.2% | +14.0% | +11.1% |
| 30D | -23.0% | +4.6% | -27.6% | -24.9% |
| 3M | -39.7% | -3.1% | -36.6% | -39.5% |
| 6M | -59.8% | -0.9% | -59.0% | -60.1% |
| YTD | -27.0% | -32.2% | +5.3% | -15.8% |
| 1Y | -37.3% | -44.2% | +6.9% | -21.2% |
| 3Y | +281.9% | +4.4% | +277.5% | +268.0% |
| All | +269.3% | -5.9% | +275.2% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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