+30.0%
CL vs PLUG
-91.8%
+121.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | -4.8% | +3.3% | -8.2% | -4.8% |
| 3M | +4.9% | -39.7% | +44.6% | +4.5% |
| 6M | -5.7% | -12.5% | +6.8% | -5.7% |
| YTD | +14.4% | +10.2% | +4.2% | +14.6% |
| 1Y | +8.7% | +50.7% | -41.9% | +8.9% |
| 3Y | +30.0% | -74.5% | +104.5% | +30.5% |
| All | +30.0% | -91.8% | +121.9% | +31.1% |
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 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