+732.7%
CLS vs PLUG
-78.4%
+811.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.3% |
| 7D | -22.2% | +5.8% | -28.0% | -22.6% |
| 30D | -44.4% | -18.5% | -25.8% | -43.2% |
| 3M | -34.3% | -30.0% | -4.3% | -32.0% |
| 6M | -50.1% | -56.2% | +6.1% | -46.3% |
| YTD | -30.1% | -26.4% | -3.7% | -28.1% |
| 1Y | -39.3% | -42.2% | +2.9% | -36.8% |
| 3Y | +732.7% | -76.8% | +809.6% | +723.4% |
| All | +732.7% | -78.4% | +811.1% | +723.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling