+639.5%
CEG vs PLUG
-90.6%
+730.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.0% | +4.5% |
| 7D | +8.0% | -0.9% | +8.9% | +8.1% |
| 30D | +12.9% | +3.3% | +9.6% | +12.4% |
| 3M | +13.2% | -39.7% | +52.9% | +19.7% |
| 6M | -7.0% | -12.5% | +5.5% | -7.3% |
| YTD | -15.0% | +10.2% | -25.2% | -18.8% |
| 1Y | -2.7% | +50.7% | -53.4% | -12.7% |
| 3Y | +184.1% | -74.5% | +258.6% | +192.1% |
| All | +639.5% | -90.6% | +730.0% | +756.4% |
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