+254.5%
CB vs PLUG
-0.7%
+255.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.9% | -0.5% |
| 7D | +2.6% | -4.9% | +7.5% | +2.7% |
| 30D | +11.2% | -27.4% | +38.6% | +12.2% |
| 3M | +5.7% | -35.7% | +41.4% | +6.9% |
| 6M | +15.9% | -59.3% | +75.3% | +18.5% |
| YTD | +20.2% | -31.5% | +51.6% | +20.1% |
| 1Y | +32.4% | -48.9% | +81.3% | +33.5% |
| 3Y | +75.5% | -79.6% | +155.1% | +75.9% |
| 5Y | +105.5% | -96.5% | +202.0% | +120.6% |
| All | +254.5% | -0.7% | +255.3% | +192.4% |
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