+145.0%
CI vs PLUG
+43.7%
+101.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.4% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +4.4% | +3.3% | +1.1% | +4.2% |
| 3M | +0.7% | -39.7% | +40.4% | +2.8% |
| 6M | +0.3% | -12.5% | +12.8% | +0.2% |
| YTD | +3.8% | +10.2% | -6.3% | +2.1% |
| 1Y | -5.5% | +50.7% | -56.2% | -9.2% |
| 3Y | +8.1% | -74.5% | +82.6% | +8.4% |
| 5Y | +42.8% | -91.8% | +134.6% | +48.4% |
| All | +145.0% | +43.7% | +101.3% | +93.3% |
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