+1,995.0%
CAH vs PLUG
-99.1%
+2,094.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.4% | -6.0% | +1.2% |
| 7D | +8.5% | +5.8% | +2.6% | +8.2% |
| 30D | +17.0% | -18.5% | +35.6% | +17.9% |
| 3M | +14.6% | -30.0% | +44.5% | +16.1% |
| 6M | +42.5% | -56.2% | +98.7% | +46.6% |
| YTD | +33.5% | -26.4% | +59.9% | +33.4% |
| 1Y | +38.5% | -42.2% | +80.8% | +39.7% |
| 3Y | +179.0% | -76.8% | +255.8% | +176.5% |
| 5Y | +507.2% | -96.2% | +603.4% | +540.1% |
| 10Y | +448.9% | +2.1% | +446.8% | +352.2% |
| All | +1,995.0% | -99.1% | +2,094.1% | +1,372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling