-71.2%
CBRS vs APLD
-65.7%
-5.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.7% | 0.0% | +4.4% |
| 7D | -17.9% | -12.7% | -5.1% | -11.6% |
| 30D | -48.8% | -34.7% | -14.1% | -36.2% |
| 3M | -57.6% | -46.1% | -11.4% | -41.5% |
| All | -71.2% | -65.7% | -5.4% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling