+639.4%
CLS vs PLUG
-99.1%
+738.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.5% | -5.5% | -12.2% |
| 7D | -27.3% | -4.9% | -22.3% | -26.8% |
| 30D | -47.0% | -27.4% | -19.6% | -45.0% |
| 3M | -43.3% | -35.7% | -7.6% | -40.3% |
| 6M | -50.8% | -59.3% | +8.6% | -45.6% |
| YTD | -30.4% | -31.5% | +1.0% | -28.4% |
| 1Y | -41.7% | -48.9% | +7.2% | -38.4% |
| 3Y | +701.4% | -79.6% | +781.0% | +722.9% |
| 5Y | +1,767.8% | -96.5% | +1,864.2% | +2,125.1% |
| 10Y | +1,636.8% | -4.9% | +1,641.8% | +1,141.8% |
| All | +639.4% | -99.1% | +738.5% | +361.8% |
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