-67.3%
CDE vs PLUG
-99.2%
+31.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.8% | +4.0% | -3.9% |
| 7D | -2.3% | -8.1% | +5.9% | -1.3% |
| 30D | -12.1% | -20.5% | +8.5% | -9.9% |
| 3M | -23.9% | -45.9% | +21.9% | -18.9% |
| 6M | -29.0% | -65.2% | +36.1% | -21.1% |
| YTD | -19.7% | -37.1% | +17.3% | -16.8% |
| 1Y | -8.4% | -54.6% | +46.2% | -2.3% |
| 3Y | +578.5% | -64.9% | +643.4% | +579.0% |
| 5Y | +100.2% | -97.1% | +197.4% | +141.1% |
| 10Y | +56.5% | -15.6% | +72.1% | +26.9% |
| All | -67.3% | -99.2% | +31.9% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling