+16.7%
CCL vs PLUG
-53.4%
+70.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | +0.6% |
| 7D | +5.8% | -3.2% | +9.0% | +6.1% |
| 30D | +17.3% | -18.7% | +36.0% | +19.3% |
| 3M | +11.3% | -35.3% | +46.6% | +15.3% |
| 6M | +18.5% | -56.2% | +74.7% | +25.8% |
| YTD | +2.8% | -30.7% | +33.5% | +3.3% |
| 1Y | +16.7% | -46.7% | +63.4% | +20.2% |
| All | +16.7% | -53.4% | +70.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling