+1,914.6%
CLS vs PLUG
-25.0%
+1,939.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -10.5% | +5.1% | -4.1% |
| 7D | +16.3% | -23.4% | +39.7% | +19.9% |
| 30D | -25.7% | -23.4% | -2.2% | -23.3% |
| 3M | -30.9% | -51.7% | +20.9% | -24.7% |
| 6M | -35.5% | -72.0% | +36.5% | -25.5% |
| YTD | -18.7% | -43.7% | +25.0% | -14.2% |
| 1Y | -17.9% | -55.4% | +37.5% | -11.6% |
| 3Y | +838.1% | -68.0% | +906.1% | +828.1% |
| 5Y | +1,971.9% | -97.4% | +2,069.3% | +2,496.8% |
| All | +1,914.6% | -25.0% | +1,939.6% | +1,776.3% |
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