-65.6%
CDE vs PLUG
-99.1%
+33.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +3.1% | -6.8% | +9.9% | +3.9% |
| 30D | -10.3% | -16.0% | +5.7% | -8.7% |
| 3M | -19.1% | -38.7% | +19.6% | -14.9% |
| 6M | -24.0% | -61.4% | +37.4% | -16.4% |
| YTD | -15.6% | -31.0% | +15.4% | -13.4% |
| 1Y | -1.1% | -46.2% | +45.2% | +3.7% |
| 3Y | +613.1% | -61.5% | +674.6% | +606.8% |
| 5Y | +109.3% | -96.9% | +206.1% | +149.7% |
| 10Y | +64.4% | -7.5% | +71.9% | +32.1% |
| All | -65.6% | -99.1% | +33.5% | -71.7% |
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