+229.3%
APLD vs CPRT
+5.8%
+223.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.5% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -21.4% | +21.2% | -42.6% | -29.7% |
| 3M | -47.8% | +8.3% | -56.1% | -51.1% |
| 6M | -64.9% | -3.4% | -61.5% | -65.2% |
| YTD | -34.9% | -18.7% | -16.2% | -28.4% |
| 1Y | -30.7% | -23.5% | -7.2% | -20.5% |
| 3Y | +305.3% | -34.2% | +339.5% | +357.6% |
| All | +229.3% | +5.8% | +223.5% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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