+1,157.5%
CDNS vs PLUG
+6.6%
+1,150.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.0% |
| 7D | -2.4% | +5.8% | -8.3% | -3.0% |
| 30D | -10.2% | -18.5% | +8.4% | -8.5% |
| 3M | -5.5% | -30.0% | +24.5% | -2.5% |
| 6M | -9.9% | -56.2% | +46.3% | -3.4% |
| YTD | +2.3% | -26.4% | +28.7% | +3.2% |
| 1Y | -1.4% | -42.2% | +40.8% | +1.3% |
| 3Y | +28.1% | -76.8% | +104.9% | +28.6% |
| 5Y | +79.7% | -96.2% | +176.0% | +112.1% |
| All | +1,157.5% | +6.6% | +1,150.9% | +1,031.4% |
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