+83.5%
CLF vs PLUG
+9.2%
+74.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.0% | +13.9% | +6.3% |
| 7D | -9.1% | -3.2% | -5.9% | -8.7% |
| 30D | -0.9% | -18.7% | +17.8% | +2.1% |
| 3M | +3.0% | -35.3% | +38.3% | +9.8% |
| 6M | +16.7% | -56.2% | +72.9% | +31.5% |
| YTD | -3.2% | -30.7% | +27.5% | -0.8% |
| 1Y | +24.6% | -46.7% | +71.3% | +32.4% |
| 3Y | -22.3% | -61.3% | +39.0% | -26.6% |
| 5Y | -41.2% | -96.6% | +55.4% | -21.1% |
| 10Y | +83.5% | +1.1% | +82.4% | +88.3% |
| All | +83.5% | +9.2% | +74.3% | +88.3% |
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