+220.6%
APLD vs CPRT
+6.2%
+214.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.4% | +10.5% |
| 7D | -12.7% | +6.0% | -18.8% | -15.7% |
| 30D | -34.7% | +20.0% | -54.7% | -41.3% |
| 3M | -46.1% | +10.1% | -56.3% | -50.0% |
| 6M | -64.9% | -4.3% | -60.5% | -65.0% |
| YTD | -36.6% | -18.4% | -18.2% | -30.4% |
| 1Y | -50.0% | -20.1% | -29.9% | -44.6% |
| 3Y | +190.1% | -30.4% | +220.5% | +200.6% |
| All | +220.6% | +6.2% | +214.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling