+71.4%
CB vs PLUG
-63.0%
+134.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.2% | +1.4% |
| 7D | +0.7% | -2.8% | +3.5% | +0.7% |
| 30D | +8.2% | -18.5% | +26.6% | +7.9% |
| 3M | +6.3% | -35.1% | +41.4% | +5.7% |
| 6M | +16.2% | -56.1% | +72.3% | +15.2% |
| YTD | +19.3% | -30.5% | +49.8% | +18.7% |
| 1Y | +29.2% | -46.5% | +75.7% | +28.4% |
| 3Y | +71.4% | -61.2% | +132.6% | +69.7% |
| All | +71.4% | -63.0% | +134.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling