+3.2%
CRM vs APLD
+285.2%
-282.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.4% | -5.3% | +2.0% |
| 7D | -4.0% | +7.8% | -11.8% | -4.1% |
| 30D | -6.8% | -23.0% | +16.2% | -6.6% |
| 3M | +10.6% | -39.7% | +50.3% | +11.1% |
| 6M | +23.4% | -59.8% | +83.2% | +24.7% |
| YTD | -17.1% | -27.0% | +9.8% | -18.3% |
| 1Y | -10.1% | -37.3% | +27.2% | -11.1% |
| All | +3.2% | +285.2% | -282.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling