+54.3%
CDE vs PLUG
+54.0%
+0.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.4% | -2.7% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +9.5% | -5.0% | +14.4% | +10.3% |
| 3M | +32.0% | -26.2% | +58.2% | +37.9% |
| 6M | -12.8% | -0.5% | -12.3% | -13.8% |
| YTD | +14.2% | +7.1% | +7.1% | +10.9% |
| 1Y | +36.3% | +46.5% | -10.2% | +22.9% |
| 3Y | +821.4% | -73.5% | +894.9% | +827.4% |
| 5Y | +194.3% | -91.3% | +285.5% | +228.1% |
| All | +54.3% | +54.0% | +0.2% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling