+13.4%
CRM vs APLD
+239.8%
-226.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.3% |
| 7D | +2.0% | +2.7% | -0.7% | +1.8% |
| 30D | -7.7% | -21.4% | +13.8% | -7.1% |
| 3M | +8.4% | -47.8% | +56.2% | +10.3% |
| 6M | +31.9% | -64.9% | +96.8% | +35.6% |
| YTD | -17.2% | -34.9% | +17.7% | -18.1% |
| 1Y | -8.6% | -30.7% | +22.1% | -10.2% |
| 3Y | +3.1% | +305.3% | -302.2% | -14.7% |
| All | +13.4% | +239.8% | -226.4% | -13.2% |
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 · 6 months rolling