-26.8%
CLS vs PLUG
-46.9%
+20.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.7% |
| 7D | +2.8% | -6.8% | +9.6% | +4.5% |
| 30D | -30.1% | -16.0% | -14.0% | -27.3% |
| 3M | -21.7% | -38.7% | +17.0% | -13.4% |
| 6M | -36.2% | -61.4% | +25.1% | -25.0% |
| YTD | -17.8% | -31.0% | +13.1% | -8.0% |
| 1Y | -26.8% | -46.2% | +19.4% | -18.0% |
| All | -26.8% | -46.9% | +20.1% | -18.0% |
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