-50.0%
APLD vs CVE
+67.8%
-117.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.8% |
| 7D | -12.7% | -16.1% | +3.4% | -10.7% |
| 30D | -34.7% | -10.4% | -24.3% | -33.7% |
| 3M | -46.1% | -2.4% | -43.8% | -46.3% |
| 6M | -64.9% | -4.4% | -60.4% | -65.0% |
| YTD | -36.6% | +64.9% | -101.5% | -54.0% |
| 1Y | -50.0% | +66.0% | -116.0% | -64.8% |
| All | -50.0% | +67.8% | -117.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling