+33.9%
CCL vs PLUG
-97.5%
+131.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +1.5% |
| 7D | -1.2% | -23.4% | +22.3% | +3.5% |
| 30D | +13.1% | -23.4% | +36.6% | +18.2% |
| 3M | +3.4% | -51.7% | +55.1% | +17.0% |
| 6M | +18.7% | -72.0% | +90.7% | +46.4% |
| YTD | -2.3% | -43.7% | +41.4% | +2.6% |
| 1Y | +14.2% | -55.4% | +69.6% | +24.6% |
| 3Y | +133.6% | -68.0% | +201.6% | +110.6% |
| All | +33.9% | -97.5% | +131.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling