+87.5%
CLF vs PLUG
-2.5%
+90.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +2.3% | -7.2% | +9.5% | +3.5% |
| 30D | +1.9% | -16.4% | +18.3% | +4.6% |
| 3M | +5.9% | -39.0% | +44.8% | +14.0% |
| 6M | +16.9% | -61.5% | +78.4% | +34.6% |
| YTD | -1.1% | -31.2% | +30.2% | +1.5% |
| 1Y | +28.8% | -46.4% | +75.3% | +36.8% |
| 3Y | -20.6% | -61.6% | +41.0% | -25.0% |
| 5Y | -41.5% | -96.9% | +55.4% | -20.4% |
| 10Y | +87.5% | -7.8% | +95.3% | +108.9% |
| All | +87.5% | -2.5% | +90.0% | +108.9% |
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