+145.6%
CCL vs PLUG
-59.1%
+204.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.4% | +0.5% |
| 7D | +5.8% | -2.8% | +8.6% | +6.1% |
| 30D | +17.3% | -18.5% | +35.7% | +19.2% |
| 3M | +11.3% | -35.1% | +46.4% | +15.3% |
| 6M | +18.5% | -56.1% | +74.5% | +26.0% |
| YTD | +2.8% | -30.5% | +33.3% | +3.8% |
| 1Y | +16.7% | -46.5% | +63.2% | +20.2% |
| All | +145.6% | -59.1% | +204.7% | +142.8% |
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