+192.2%
APLD vs CVE
+77.3%
+114.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.7% | -11.9% | -13.1% |
| 7D | -27.0% | -14.1% | -12.9% | -20.2% |
| 30D | -44.1% | -11.6% | -32.5% | -40.2% |
| 3M | -52.6% | 0.0% | -52.6% | -53.5% |
| 6M | -64.5% | -8.4% | -56.1% | -64.1% |
| YTD | -42.2% | +65.9% | -108.1% | -61.2% |
| 1Y | -57.2% | +69.4% | -126.6% | -71.8% |
| 3Y | +159.5% | +55.9% | +103.6% | +72.9% |
| All | +192.2% | +77.3% | +114.9% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling