+1,023.1%
CLS vs PLUG
-98.6%
+1,121.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | -13.9% | +3.3% | -17.2% | -14.2% |
| 3M | -26.6% | -39.7% | +13.2% | -22.2% |
| 6M | +15.4% | -12.5% | +27.9% | +16.5% |
| YTD | +5.7% | +10.2% | -4.5% | +2.9% |
| 1Y | +41.1% | +50.7% | -9.6% | +28.9% |
| 3Y | +1,228.6% | -74.5% | +1,303.1% | +1,223.9% |
| 5Y | +3,240.6% | -91.8% | +3,332.4% | +3,501.6% |
| 10Y | +2,760.3% | +43.7% | +2,716.6% | +1,845.8% |
| All | +1,023.1% | -98.6% | +1,121.7% | +564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling