+1,061.3%
CCJ vs PLUG
+43.7%
+1,017.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +6.9% | +3.3% | +3.5% | +6.4% |
| 3M | -11.6% | -39.7% | +28.1% | -6.1% |
| 6M | -16.2% | -12.5% | -3.7% | -15.7% |
| YTD | +10.1% | +10.2% | 0.0% | +6.9% |
| 1Y | +32.3% | +50.7% | -18.4% | +20.3% |
| 3Y | +171.3% | -74.5% | +245.8% | +171.8% |
| 5Y | +372.4% | -91.8% | +464.2% | +426.6% |
| All | +1,061.3% | +43.7% | +1,017.6% | +784.8% |
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