-53.4%
APLD vs CVE
-3.1%
-50.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.6% | +0.9% | -7.9% |
| 7D | -18.5% | -12.1% | -6.5% | -20.4% |
| 30D | -32.8% | -9.8% | -23.0% | -33.7% |
| 3M | -46.9% | -0.7% | -46.2% | -46.4% |
| 6M | -53.4% | -4.3% | -49.1% | -52.0% |
| All | -53.4% | -3.1% | -50.3% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling