-29.6%
CLS vs PLUG
-44.1%
+14.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.5% | -12.6% | -9.8% |
| 7D | -21.1% | +2.8% | -24.0% | -21.7% |
| 30D | -38.2% | -22.8% | -15.5% | -34.9% |
| 3M | -36.3% | -32.4% | -3.9% | -31.2% |
| 6M | -43.8% | -53.4% | +9.5% | -36.1% |
| YTD | -20.0% | -25.9% | +5.9% | -12.0% |
| 1Y | -29.6% | -42.1% | +12.5% | -22.7% |
| All | -29.6% | -44.1% | +14.5% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling