+373.4%
APLD vs CVE
+72.1%
+301.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +4.1% | +2.5% | +1.6% | +3.0% |
| 30D | -11.7% | +16.7% | -28.5% | -17.4% |
| 3M | -40.3% | +9.3% | -49.5% | -42.8% |
| 6M | -8.0% | +43.6% | -51.6% | -24.8% |
| YTD | +7.5% | +93.6% | -86.0% | -24.4% |
| 1Y | +84.0% | +98.8% | -14.7% | +26.5% |
| All | +373.4% | +72.1% | +301.4% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling