-35.3%
CLS vs PLUG
-48.8%
+13.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.4% | +7.0% |
| 7D | -10.6% | +14.5% | -25.1% | -13.3% |
| 30D | -38.4% | -10.7% | -27.7% | -36.9% |
| 3M | -29.9% | -31.2% | +1.3% | -24.3% |
| 6M | -40.6% | -51.9% | +11.3% | -32.6% |
| YTD | -24.6% | -23.9% | -0.7% | -17.5% |
| All | -35.3% | -48.8% | +13.5% | -29.2% |
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 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