-36.9%
CCI vs PLUG
-96.4%
+59.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -3.0% |
| 7D | -0.1% | +5.8% | -5.9% | -0.4% |
| 30D | +28.4% | -18.5% | +46.9% | +29.6% |
| 3M | +20.0% | -30.0% | +49.9% | +22.0% |
| 6M | +0.8% | -56.2% | +57.0% | +4.6% |
| YTD | +3.6% | -26.4% | +30.0% | +3.2% |
| 1Y | +6.1% | -42.2% | +48.3% | +7.0% |
| 3Y | +7.2% | -76.8% | +84.0% | +8.5% |
| All | -36.9% | -96.4% | +59.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling