-35.1%
CLF vs PLUG
-79.9%
+44.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.5% | -4.7% | -11.4% |
| 7D | -21.0% | -4.9% | -16.0% | -20.5% |
| 30D | -8.0% | -27.4% | +19.4% | -4.9% |
| 3M | -10.9% | -35.7% | +24.8% | -6.9% |
| 6M | +5.8% | -59.3% | +65.2% | +15.6% |
| YTD | -15.1% | -31.5% | +16.3% | -13.0% |
| 1Y | +7.2% | -48.9% | +56.1% | +12.8% |
| All | -35.1% | -79.9% | +44.8% | -33.8% |
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