+411.5%
CAH vs PLUG
-25.0%
+436.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.5% | +1.3% |
| 7D | +3.5% | -23.4% | +26.9% | +4.0% |
| 30D | +13.5% | -23.4% | +36.9% | +14.1% |
| 3M | +21.8% | -51.7% | +73.6% | +23.7% |
| 6M | +51.5% | -72.0% | +123.5% | +55.6% |
| YTD | +38.1% | -43.7% | +81.7% | +38.7% |
| 1Y | +37.7% | -55.4% | +93.1% | +39.1% |
| 3Y | +179.6% | -68.0% | +247.6% | +173.9% |
| 5Y | +504.9% | -97.4% | +602.4% | +558.5% |
| All | +411.5% | -25.0% | +436.5% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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