+431.5%
APLD vs CPNG
-13.7%
+445.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.7% |
| 7D | -0.5% | -5.4% | +4.9% | +1.9% |
| 30D | -13.2% | -11.1% | -2.1% | -8.9% |
| 3M | -33.8% | -3.0% | -30.8% | -33.5% |
| 6M | -5.9% | -23.5% | +17.6% | +4.0% |
| YTD | +5.1% | -37.8% | +43.0% | +26.9% |
| 1Y | +51.8% | -54.3% | +106.2% | +108.6% |
| 3Y | +397.7% | -20.8% | +418.5% | +436.8% |
| All | +431.5% | -13.7% | +445.2% | +391.0% |
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