+73.4%
CL vs PLUG
+6.6%
+66.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.6% | -2.2% |
| 7D | +1.3% | +5.8% | -4.5% | +1.3% |
| 30D | +11.4% | -18.5% | +29.9% | +11.4% |
| 3M | +4.4% | -30.0% | +34.4% | +4.5% |
| 6M | +10.8% | -56.2% | +67.0% | +11.1% |
| YTD | +25.1% | -26.4% | +51.5% | +25.0% |
| 1Y | +28.0% | -42.2% | +70.2% | +28.0% |
| 3Y | +37.6% | -76.8% | +114.5% | +37.6% |
| 5Y | +39.7% | -96.2% | +135.9% | +42.6% |
| All | +73.4% | +6.6% | +66.8% | +52.1% |
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