+295.4%
CHTR vs PLUG
-84.8%
+380.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -10.5% | +14.8% | +4.7% |
| 7D | +17.2% | -23.4% | +40.7% | +18.2% |
| 30D | +31.6% | -23.4% | +55.1% | +32.7% |
| 3M | -11.6% | -51.7% | +40.2% | -9.4% |
| 6M | -3.3% | -72.0% | +68.7% | +1.0% |
| YTD | -33.7% | -43.7% | +9.9% | -33.2% |
| 1Y | -32.4% | -55.4% | +23.0% | -31.3% |
| 3Y | -65.9% | -68.0% | +2.1% | -66.4% |
| 5Y | -79.9% | -97.4% | +17.5% | -78.8% |
| 10Y | -49.2% | -24.5% | -24.7% | -53.1% |
| All | +295.4% | -84.8% | +380.2% | +256.6% |
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