+334.3%
CHTR vs PLUG
-70.3%
+404.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.3% |
| 7D | -1.1% | -0.9% | -0.1% | -1.0% |
| 30D | -0.8% | +3.3% | -4.1% | -0.9% |
| 3M | +17.8% | -39.7% | +57.5% | +19.8% |
| 6M | -34.5% | -12.5% | -22.0% | -34.6% |
| YTD | -27.2% | +10.2% | -37.3% | -28.3% |
| 1Y | -41.4% | +50.7% | -92.1% | -43.4% |
| 3Y | -64.0% | -74.5% | +10.5% | -64.2% |
| 5Y | -81.3% | -91.8% | +10.5% | -80.9% |
| 10Y | -44.1% | +43.7% | -87.8% | -49.6% |
| All | +334.3% | -70.3% | +404.5% | +282.8% |
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