+158.7%
CI vs PLUG
+6.6%
+152.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.4% | -10.0% | -3.0% |
| 7D | -1.6% | +5.8% | -7.4% | -1.9% |
| 30D | +5.4% | -18.5% | +24.0% | +6.3% |
| 3M | +7.3% | -30.0% | +37.2% | +8.8% |
| 6M | +5.3% | -56.2% | +61.5% | +8.7% |
| YTD | +8.5% | -26.4% | +34.9% | +8.5% |
| 1Y | +17.1% | -42.2% | +59.3% | +18.3% |
| 3Y | +1.4% | -76.8% | +78.2% | +1.6% |
| 5Y | +50.5% | -96.2% | +146.7% | +64.7% |
| All | +158.7% | +6.6% | +152.1% | +110.0% |
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