+192.2%
APLD vs CPRT
+8.0%
+184.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.3% | -14.5% |
| 7D | -27.0% | +9.9% | -36.9% | -30.7% |
| 30D | -44.1% | +21.1% | -65.2% | -49.8% |
| 3M | -52.6% | +12.3% | -64.9% | -56.4% |
| 6M | -64.5% | -2.0% | -62.4% | -65.0% |
| YTD | -42.2% | -17.0% | -25.2% | -37.0% |
| 1Y | -57.2% | -22.5% | -34.6% | -51.0% |
| 3Y | +159.5% | -29.3% | +188.8% | +167.3% |
| All | +192.2% | +8.0% | +184.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling