+279.0%
CHTR vs PLUG
-83.1%
+362.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.2% | +6.5% | -2.3% |
| 7D | +5.4% | -8.5% | +13.9% | +5.7% |
| 30D | +24.0% | -20.8% | +44.9% | +24.9% |
| 3M | -11.7% | -46.1% | +34.4% | -9.8% |
| 6M | -10.3% | -65.3% | +55.0% | -7.1% |
| YTD | -36.5% | -37.3% | +0.9% | -36.2% |
| 1Y | -37.7% | -54.8% | +17.0% | -36.7% |
| 3Y | -67.6% | -65.0% | -2.6% | -68.1% |
| 5Y | -80.8% | -97.1% | +16.4% | -79.7% |
| 10Y | -51.3% | -16.0% | -35.3% | -55.2% |
| All | +279.0% | -83.1% | +362.1% | +240.6% |
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