+163.9%
CCJ vs PLUG
-97.5%
+261.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.5% | +9.0% | +0.1% |
| 7D | -0.8% | -23.4% | +22.6% | +3.2% |
| 30D | -13.2% | -23.4% | +10.3% | -9.7% |
| 3M | -27.6% | -51.7% | +24.1% | -19.5% |
| 6M | -38.7% | -72.0% | +33.3% | -26.6% |
| YTD | -22.7% | -43.7% | +21.0% | -17.6% |
| 1Y | -17.6% | -55.4% | +37.8% | -9.7% |
| 3Y | +62.7% | -68.0% | +130.7% | +57.1% |
| All | +163.9% | -97.5% | +261.4% | +336.3% |
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