-49.6%
CLF vs PLUG
-96.6%
+47.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.5% | -4.7% | -11.0% |
| 7D | -21.0% | -4.9% | -16.0% | -20.4% |
| 30D | -8.0% | -27.4% | +19.4% | -3.4% |
| 3M | -10.9% | -35.7% | +24.8% | -4.8% |
| 6M | +5.8% | -59.3% | +65.2% | +20.7% |
| YTD | -15.1% | -31.5% | +16.3% | -12.7% |
| 1Y | +7.2% | -48.9% | +56.1% | +15.0% |
| 3Y | -34.2% | -79.6% | +45.4% | -29.2% |
| 5Y | -49.6% | -96.5% | +46.9% | -21.7% |
| All | -49.6% | -96.6% | +47.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling