+443.7%
APLD vs CPRT
+12.1%
+431.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +4.1% | +2.2% | +1.9% | +2.8% |
| 30D | -11.7% | +16.6% | -28.4% | -19.5% |
| 3M | -40.3% | +9.6% | -49.9% | -44.6% |
| 6M | -8.0% | -11.1% | +3.2% | -1.0% |
| YTD | +7.5% | -13.9% | +21.4% | +16.3% |
| 1Y | +84.0% | -32.5% | +116.5% | +140.1% |
| 3Y | +356.2% | -25.0% | +381.3% | +353.2% |
| All | +443.7% | +12.1% | +431.6% | +145.3% |
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 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