-48.2%
CHTR vs PLUG
-8.1%
-40.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +13.4% | -6.8% | +20.2% | +13.6% |
| 30D | +33.0% | -16.0% | +49.1% | +34.0% |
| 3M | -13.6% | -38.7% | +25.2% | -11.4% |
| 6M | -7.8% | -61.4% | +53.6% | -3.4% |
| YTD | -34.7% | -31.0% | -3.7% | -34.8% |
| 1Y | -34.8% | -46.2% | +11.4% | -34.0% |
| 3Y | -66.7% | -61.5% | -5.3% | -67.8% |
| 5Y | -80.4% | -96.9% | +16.5% | -78.4% |
| All | -48.2% | -8.1% | -40.1% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling