+243.9%
APLD vs CPRT
+7.4%
+236.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -6.3% | +4.0% | -10.3% | -8.2% |
| 30D | -29.6% | +18.2% | -47.8% | -36.0% |
| 3M | -42.6% | +9.2% | -51.8% | -46.4% |
| 6M | -59.6% | -4.8% | -54.7% | -59.4% |
| YTD | -32.0% | -17.5% | -14.5% | -25.7% |
| 1Y | -46.9% | -22.0% | -24.9% | -39.8% |
| 3Y | +255.7% | -33.7% | +289.4% | +304.8% |
| All | +243.9% | +7.4% | +236.5% | +56.8% |
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