+562.3%
CEG vs PLUG
-94.1%
+656.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.0% | +6.0% | -1.9% |
| 7D | +1.7% | -3.2% | +4.8% | +2.0% |
| 30D | -10.2% | -18.7% | +8.6% | -8.0% |
| 3M | -0.8% | -35.3% | +34.5% | +4.3% |
| 6M | -11.5% | -56.2% | +44.7% | -3.5% |
| YTD | -23.9% | -30.7% | +6.8% | -23.3% |
| 1Y | -25.4% | -46.7% | +21.3% | -22.5% |
| 3Y | +124.2% | -61.3% | +185.5% | +113.5% |
| All | +562.3% | -94.1% | +656.3% | +709.6% |
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