+74.6%
CLF vs PLUG
-25.0%
+99.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.5% | +7.3% | -1.5% |
| 7D | +10.4% | -23.4% | +33.8% | +15.0% |
| 30D | +0.6% | -23.4% | +24.0% | +4.6% |
| 3M | +4.1% | -51.7% | +55.9% | +16.3% |
| 6M | +15.1% | -72.0% | +87.1% | +39.3% |
| YTD | -4.7% | -43.7% | +38.9% | +0.7% |
| 1Y | +20.4% | -55.4% | +75.8% | +31.4% |
| 3Y | -23.4% | -68.0% | +44.6% | -25.6% |
| 5Y | -43.3% | -97.4% | +54.2% | -20.4% |
| All | +74.6% | -25.0% | +99.6% | +103.7% |
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