+593.1%
CEG vs PLUG
-95.2%
+688.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.5% | +9.7% | +0.5% |
| 7D | +12.1% | -23.4% | +35.6% | +15.7% |
| 30D | +0.2% | -23.4% | +23.7% | +3.3% |
| 3M | +0.7% | -51.7% | +52.5% | +9.6% |
| 6M | +2.2% | -72.0% | +74.2% | +17.9% |
| YTD | -20.3% | -43.7% | +23.3% | -17.8% |
| 1Y | -16.1% | -55.4% | +39.3% | -11.0% |
| 3Y | +134.7% | -68.0% | +202.7% | +128.2% |
| All | +593.1% | -95.2% | +688.2% | +767.5% |
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