-29.4%
CCL vs PLUG
+9.2%
-38.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | +1.3% |
| 7D | +5.8% | -3.2% | +9.0% | +6.3% |
| 30D | +17.3% | -18.7% | +36.0% | +21.0% |
| 3M | +11.3% | -35.3% | +46.6% | +19.1% |
| 6M | +18.5% | -56.2% | +74.7% | +33.4% |
| YTD | +2.8% | -30.7% | +33.5% | +4.3% |
| 1Y | +16.7% | -46.7% | +63.4% | +23.1% |
| 3Y | +146.0% | -61.3% | +207.4% | +124.1% |
| 5Y | +33.6% | -96.6% | +130.2% | +83.7% |
| 10Y | -29.4% | +1.1% | -30.6% | -41.9% |
| All | -29.4% | +9.2% | -38.6% | -41.9% |
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