+64.0%
CVX vs APLD
+185.8%
-121.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.7% | -9.9% | -0.2% |
| 7D | -9.7% | -12.7% | +3.0% | -9.7% |
| 30D | +3.6% | -34.7% | +38.3% | +3.8% |
| 3M | +13.3% | -46.1% | +59.5% | +13.7% |
| 6M | +16.9% | -64.9% | +81.7% | +17.6% |
| YTD | +43.4% | -36.6% | +80.0% | +42.4% |
| 1Y | +44.5% | -50.0% | +94.5% | +43.9% |
| 3Y | +64.0% | +190.1% | -126.1% | +50.7% |
| All | +64.0% | +185.8% | -121.9% | +50.7% |
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