-39.3%
CLS vs PLUG
-45.5%
+6.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -1.2% |
| 7D | -22.2% | +5.8% | -28.0% | -23.1% |
| 30D | -44.4% | -18.5% | -25.8% | -42.0% |
| 3M | -34.3% | -30.0% | -4.3% | -29.5% |
| 6M | -50.1% | -56.2% | +6.1% | -43.0% |
| YTD | -30.1% | -26.4% | -3.7% | -22.4% |
| 1Y | -39.3% | -42.2% | +2.9% | -33.6% |
| All | -39.3% | -45.5% | +6.1% | -33.6% |
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