+446.5%
APLD vs CPNG
-19.7%
+466.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +9.1% |
| 7D | +16.6% | -6.3% | +22.8% | +20.6% |
| 30D | -3.1% | -8.7% | +5.6% | +1.4% |
| 3M | -30.9% | -2.4% | -28.4% | -31.0% |
| 6M | +12.6% | -22.3% | +34.9% | +25.5% |
| YTD | +15.5% | -37.2% | +52.7% | +44.7% |
| 1Y | +103.5% | -53.0% | +156.5% | +199.9% |
| 3Y | +446.5% | -20.0% | +466.6% | +429.5% |
| All | +446.5% | -19.7% | +466.3% | +429.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling