+252.0%
APLD vs CPRT
-30.7%
+282.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +7.8% |
| 7D | +3.1% | +1.6% | +1.5% | +3.5% |
| 30D | -29.4% | +18.8% | -48.2% | -27.9% |
| 3M | -42.8% | +9.4% | -52.2% | -41.7% |
| 6M | -59.5% | -4.4% | -55.1% | -58.2% |
| YTD | -31.8% | -17.1% | -14.7% | -30.0% |
| 1Y | -46.0% | -19.9% | -26.1% | -44.6% |
| 3Y | +252.0% | -30.5% | +282.5% | +321.3% |
| All | +252.0% | -30.7% | +282.7% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling