+187.4%
CEG vs PLUG
-74.3%
+261.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.0% | +4.6% |
| 7D | +8.0% | -0.9% | +8.9% | +8.1% |
| 30D | +12.9% | +3.3% | +9.6% | +12.6% |
| 3M | +13.2% | -39.7% | +52.9% | +18.0% |
| 6M | -7.0% | -12.5% | +5.5% | -7.3% |
| YTD | -15.0% | +10.2% | -25.2% | -17.9% |
| 1Y | -2.7% | +50.7% | -53.4% | -10.0% |
| All | +187.4% | -74.3% | +261.6% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling