+242.5%
APLD vs CVE
+82.3%
+160.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.6% | +0.9% | -2.4% |
| 7D | -18.5% | -12.1% | -6.5% | -12.3% |
| 30D | -32.8% | -9.8% | -23.0% | -29.1% |
| 3M | -46.9% | -0.7% | -46.2% | -47.7% |
| 6M | -53.4% | -4.3% | -49.1% | -54.2% |
| YTD | -32.3% | +70.6% | -102.9% | -55.3% |
| 1Y | -46.5% | +73.2% | -119.7% | -65.3% |
| 3Y | +204.2% | +60.3% | +143.9% | +99.0% |
| All | +242.5% | +82.3% | +160.2% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling