-68.9%
CBRS vs APLD
-63.2%
-5.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +7.5% | +0.3% | +3.6% |
| 7D | +0.4% | +3.1% | -2.7% | -1.6% |
| 30D | -41.1% | -29.4% | -11.7% | -29.7% |
| 3M | -57.4% | -42.8% | -14.6% | -43.1% |
| All | -68.9% | -63.2% | -5.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · Available span rolling