-50.0%
APLD vs CPRT
-23.4%
-26.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.4% | +9.1% |
| 7D | -12.7% | +6.0% | -18.8% | -10.4% |
| 30D | -34.7% | +20.0% | -54.7% | -30.4% |
| 3M | -46.1% | +10.1% | -56.3% | -43.2% |
| 6M | -64.9% | -4.3% | -60.5% | -62.5% |
| YTD | -36.6% | -18.4% | -18.2% | -39.8% |
| 1Y | -50.0% | -20.1% | -29.9% | -53.9% |
| All | -50.0% | -23.4% | -26.6% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling