+492.8%
CEG vs PLUG
-94.1%
+586.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.1% | -1.6% |
| 7D | -9.4% | -4.9% | -4.5% | -8.9% |
| 30D | -20.2% | -27.4% | +7.2% | -17.2% |
| 3M | -9.5% | -35.7% | +26.2% | -4.8% |
| 6M | -25.0% | -59.3% | +34.4% | -17.4% |
| YTD | -31.9% | -31.5% | -0.4% | -31.2% |
| 1Y | -33.7% | -48.9% | +15.2% | -30.7% |
| 3Y | +108.7% | -79.6% | +188.3% | +117.1% |
| All | +492.8% | -94.1% | +586.9% | +625.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling