+11.9%
CRM vs APLD
+255.7%
-243.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.4% |
| 7D | -5.0% | +3.1% | -8.1% | -5.2% |
| 30D | -6.2% | -29.4% | +23.2% | -5.3% |
| 3M | +11.7% | -42.8% | +54.5% | +13.4% |
| 6M | +18.7% | -59.5% | +78.2% | +21.4% |
| YTD | -18.3% | -31.8% | +13.5% | -19.3% |
| 1Y | -9.6% | -46.0% | +36.4% | -10.1% |
| 3Y | +4.3% | +252.0% | -247.7% | -13.0% |
| All | +11.9% | +255.7% | -243.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling