+28.0%
CL vs PLUG
-45.5%
+73.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.6% | -1.7% |
| 7D | +1.3% | +5.8% | -4.5% | +1.8% |
| 30D | +11.4% | -18.5% | +29.9% | +10.3% |
| 3M | +4.4% | -30.0% | +34.4% | +2.7% |
| 6M | +10.8% | -56.2% | +67.0% | +7.3% |
| YTD | +25.1% | -26.4% | +51.5% | +25.4% |
| 1Y | +28.0% | -42.2% | +70.2% | +28.2% |
| All | +28.0% | -45.5% | +73.5% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling