+39.9%
CL vs PLUG
-96.4%
+136.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.6% | -2.1% |
| 7D | +1.3% | +5.8% | -4.5% | +1.4% |
| 30D | +11.4% | -18.5% | +29.9% | +11.2% |
| 3M | +4.4% | -30.0% | +34.4% | +4.1% |
| 6M | +10.8% | -56.2% | +67.0% | +10.1% |
| YTD | +25.1% | -26.4% | +51.5% | +24.9% |
| 1Y | +28.0% | -42.2% | +70.2% | +27.7% |
| 3Y | +37.6% | -76.8% | +114.5% | +37.7% |
| All | +39.9% | -96.4% | +136.3% | +40.8% |
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