+145.1%
CCL vs PLUG
-78.4%
+223.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.6% |
| 7D | +2.6% | +5.8% | -3.2% | +2.1% |
| 30D | +13.1% | -18.5% | +31.7% | +14.8% |
| 3M | +3.3% | -30.0% | +33.2% | +6.0% |
| 6M | +8.7% | -56.2% | +64.9% | +14.9% |
| YTD | -1.6% | -26.4% | +24.8% | -1.1% |
| 1Y | +14.0% | -42.2% | +56.2% | +16.4% |
| 3Y | +145.1% | -76.8% | +222.0% | +146.9% |
| All | +145.1% | -78.4% | +223.5% | +146.9% |
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