+572.5%
CCI vs PLUG
-98.6%
+671.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +2.7% | +3.3% | -0.6% | +2.3% |
| 3M | -18.2% | -39.7% | +21.5% | -15.3% |
| 6M | -14.8% | -12.5% | -2.3% | -15.1% |
| YTD | -12.6% | +10.2% | -22.8% | -15.1% |
| 1Y | -16.7% | +50.7% | -67.4% | -22.7% |
| 3Y | -10.5% | -74.5% | +64.0% | -11.9% |
| 5Y | -51.4% | -91.8% | +40.4% | -49.6% |
| 10Y | +20.0% | +43.7% | -23.7% | -16.6% |
| All | +572.5% | -98.6% | +671.1% | +376.4% |
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 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