+1,628.1%
CLS vs PLUG
+6.6%
+1,621.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.4% |
| 7D | -22.2% | +5.8% | -28.0% | -22.7% |
| 30D | -44.4% | -18.5% | -25.8% | -43.0% |
| 3M | -34.3% | -30.0% | -4.3% | -31.4% |
| 6M | -50.1% | -56.2% | +6.1% | -45.2% |
| YTD | -30.1% | -26.4% | -3.7% | -28.5% |
| 1Y | -39.3% | -42.2% | +2.9% | -36.6% |
| 3Y | +732.7% | -76.8% | +809.6% | +745.2% |
| 5Y | +1,777.2% | -96.2% | +1,873.4% | +2,151.1% |
| All | +1,628.1% | +6.6% | +1,621.5% | +1,459.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling