+55.4%
CCL vs PLUG
-74.3%
+129.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | -20.3% | +3.3% | -23.7% | -20.6% |
| 3M | -15.1% | -39.7% | +24.6% | -11.8% |
| 6M | -15.1% | -12.5% | -2.6% | -15.2% |
| YTD | -21.8% | +10.2% | -31.9% | -23.9% |
| 1Y | -24.8% | +50.7% | -75.5% | -30.2% |
| All | +55.4% | -74.3% | +129.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling