+104.3%
CEG vs PLUG
-78.4%
+182.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.4% | -3.1% | +3.6% |
| 7D | -4.7% | +5.8% | -10.6% | -5.3% |
| 30D | -16.6% | -18.5% | +2.0% | -15.1% |
| 3M | -4.1% | -30.0% | +25.8% | -1.1% |
| 6M | -22.3% | -56.2% | +33.9% | -17.1% |
| YTD | -28.9% | -26.4% | -2.5% | -28.9% |
| 1Y | -28.5% | -42.2% | +13.8% | -26.9% |
| 3Y | +104.3% | -76.8% | +181.1% | +99.2% |
| All | +104.3% | -78.4% | +182.6% | +99.2% |
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