+134.7%
CEG vs PLUG
-66.9%
+201.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.5% | +9.7% | +0.3% |
| 7D | +12.1% | -23.4% | +35.6% | +15.0% |
| 30D | +0.2% | -23.4% | +23.7% | +2.8% |
| 3M | +0.7% | -51.7% | +52.5% | +7.9% |
| 6M | +2.2% | -72.0% | +74.2% | +14.6% |
| YTD | -20.3% | -43.7% | +23.3% | -18.3% |
| 1Y | -16.1% | -55.4% | +39.3% | -11.9% |
| 3Y | +134.7% | -68.0% | +202.7% | +132.0% |
| All | +134.7% | -66.9% | +201.5% | +132.0% |
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