+374.5%
CLF vs PLUG
-99.1%
+473.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.5% | -12.7% | -9.7% |
| 7D | -7.9% | +2.8% | -10.7% | -8.3% |
| 30D | +5.2% | -22.8% | +28.0% | +8.6% |
| 3M | +4.3% | -32.4% | +36.7% | +9.3% |
| 6M | +25.3% | -53.4% | +78.6% | +36.9% |
| YTD | -3.3% | -25.9% | +22.6% | -2.2% |
| 1Y | +20.2% | -42.1% | +62.3% | +25.0% |
| 3Y | -25.0% | -77.9% | +52.9% | -23.6% |
| 5Y | -42.1% | -96.4% | +54.3% | -28.8% |
| 10Y | +139.1% | +2.8% | +136.3% | +71.9% |
| All | +374.5% | -99.1% | +473.6% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling