+54.5%
CI vs PLUG
-96.6%
+151.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | -1.2% |
| 7D | +1.0% | -4.9% | +6.0% | +1.1% |
| 30D | +9.9% | -27.4% | +37.3% | +10.4% |
| 3M | +12.1% | -35.7% | +47.8% | +12.8% |
| 6M | +10.6% | -59.3% | +69.9% | +12.1% |
| YTD | +11.4% | -31.5% | +42.9% | +11.5% |
| 1Y | +18.8% | -48.9% | +67.6% | +19.4% |
| 3Y | +2.9% | -79.6% | +82.5% | +4.3% |
| 5Y | +54.5% | -96.5% | +151.0% | +60.0% |
| All | +54.5% | -96.6% | +151.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling