+67.3%
CDE vs PLUG
-1.4%
+68.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.7% | +1.6% | -5.7% |
| 7D | +14.0% | -2.8% | +16.9% | +14.6% |
| 30D | -10.7% | -18.5% | +7.7% | -7.9% |
| 3M | -15.8% | -35.1% | +19.3% | -10.0% |
| 6M | -17.5% | -56.1% | +38.6% | -7.1% |
| YTD | -14.1% | -30.5% | +16.3% | -11.0% |
| 1Y | +2.9% | -46.5% | +49.4% | +10.3% |
| 3Y | +625.5% | -61.2% | +686.6% | +610.0% |
| 5Y | +117.1% | -96.6% | +213.7% | +175.2% |
| All | +67.3% | -1.4% | +68.7% | +38.3% |
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