+485.2%
CL vs PLUG
-99.1%
+584.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.3% | +3.2% |
| 7D | +7.7% | +2.8% | +4.9% | +7.6% |
| 30D | +15.2% | -22.8% | +38.0% | +15.8% |
| 3M | +7.3% | -32.4% | +39.7% | +8.1% |
| 6M | +17.0% | -53.4% | +70.4% | +18.5% |
| YTD | +28.0% | -25.9% | +53.9% | +27.9% |
| 1Y | +32.1% | -42.1% | +74.2% | +32.6% |
| 3Y | +41.5% | -77.9% | +119.4% | +41.2% |
| 5Y | +43.9% | -96.4% | +140.3% | +48.0% |
| 10Y | +79.8% | +2.8% | +77.0% | +61.2% |
| All | +485.2% | -99.1% | +584.3% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling