+346.1%
CCJ vs PLUG
-91.8%
+438.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +6.9% | +3.3% | +3.5% | +6.3% |
| 3M | -11.6% | -39.7% | +28.1% | -5.1% |
| 6M | -16.2% | -12.5% | -3.7% | -15.6% |
| YTD | +10.1% | +10.2% | 0.0% | +6.2% |
| 1Y | +32.3% | +50.7% | -18.4% | +17.5% |
| 3Y | +171.3% | -74.5% | +245.8% | +183.8% |
| All | +346.1% | -91.8% | +438.0% | +481.0% |
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