+152.3%
CI vs PLUG
-1.4%
+153.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.7% | +11.2% | +2.9% |
| 7D | +2.6% | -2.8% | +5.4% | +2.7% |
| 30D | +7.3% | -18.5% | +25.8% | +8.2% |
| 3M | +9.5% | -35.1% | +44.6% | +11.4% |
| 6M | +6.4% | -56.1% | +62.5% | +9.9% |
| YTD | +12.0% | -30.5% | +42.5% | +12.3% |
| 1Y | +20.1% | -46.5% | +66.6% | +21.7% |
| 3Y | +9.6% | -61.2% | +70.8% | +6.7% |
| 5Y | +52.7% | -96.6% | +149.3% | +68.3% |
| All | +152.3% | -1.4% | +153.8% | +108.3% |
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