-17.5%
CLF vs PLUG
-74.3%
+56.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +1.5% |
| 7D | +7.6% | -0.9% | +8.5% | +7.7% |
| 30D | -1.2% | +3.3% | -4.5% | -1.7% |
| 3M | -13.4% | -39.7% | +26.3% | -8.8% |
| 6M | +15.4% | -12.5% | +27.9% | +16.1% |
| YTD | -5.9% | +10.2% | -16.0% | -8.3% |
| 1Y | +18.8% | +50.7% | -31.9% | +11.1% |
| All | -17.5% | -74.3% | +56.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling