+190.1%
APLD vs CPNG
-3.9%
+194.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.5% | +10.2% |
| 7D | -12.7% | +13.4% | -26.1% | -19.2% |
| 30D | -34.7% | +10.0% | -44.7% | -38.5% |
| 3M | -46.1% | -0.4% | -45.8% | -46.7% |
| 6M | -64.9% | -8.9% | -55.9% | -63.6% |
| YTD | -36.6% | -30.9% | -5.6% | -25.2% |
| 1Y | -50.0% | -43.8% | -6.1% | -33.1% |
| 3Y | +190.1% | -2.5% | +192.6% | +153.0% |
| All | +190.1% | -3.9% | +194.0% | +153.0% |
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 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