+22.2%
CCL vs PLUG
-96.4%
+118.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -1.4% |
| 7D | +2.6% | +5.8% | -3.2% | +1.4% |
| 30D | +13.1% | -18.5% | +31.7% | +17.0% |
| 3M | +3.3% | -30.0% | +33.2% | +9.5% |
| 6M | +8.7% | -56.2% | +64.9% | +23.4% |
| YTD | -1.6% | -26.4% | +24.8% | -1.3% |
| 1Y | +14.0% | -42.2% | +56.2% | +18.8% |
| 3Y | +145.1% | -76.8% | +222.0% | +148.7% |
| All | +22.2% | -96.4% | +118.6% | +118.6% |
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