-34.0%
CCL vs PLUG
-25.0%
-9.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +1.4% |
| 7D | -1.2% | -23.4% | +22.3% | +3.2% |
| 30D | +13.1% | -23.4% | +36.6% | +17.9% |
| 3M | +3.4% | -51.7% | +55.1% | +16.1% |
| 6M | +18.7% | -72.0% | +90.7% | +44.5% |
| YTD | -2.3% | -43.7% | +41.4% | +2.6% |
| 1Y | +14.2% | -55.4% | +69.6% | +24.1% |
| 3Y | +133.6% | -68.0% | +201.6% | +119.2% |
| 5Y | +33.5% | -97.4% | +130.9% | +92.2% |
| All | -34.0% | -25.0% | -9.0% | -43.2% |
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