-80.4%
CHTR vs PLUG
-96.6%
+16.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +13.4% | -7.2% | +20.5% | +13.6% |
| 30D | +33.0% | -16.4% | +49.4% | +34.0% |
| 3M | -13.6% | -39.0% | +25.4% | -11.4% |
| 6M | -7.8% | -61.5% | +53.7% | -3.3% |
| YTD | -34.7% | -31.2% | -3.5% | -34.9% |
| 1Y | -34.8% | -46.4% | +11.6% | -34.1% |
| 3Y | -66.7% | -61.6% | -5.1% | -67.9% |
| 5Y | -80.4% | -96.9% | +16.5% | -78.1% |
| All | -80.4% | -96.6% | +16.3% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling