+19.6%
CME vs PLUG
-44.1%
+63.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.2% | +1.5% |
| 7D | +4.8% | +2.8% | +2.0% | +4.9% |
| 30D | +14.2% | -22.8% | +36.9% | +13.8% |
| 3M | +17.9% | -32.4% | +50.3% | +17.4% |
| 6M | +7.2% | -53.4% | +60.6% | +6.9% |
| YTD | +16.7% | -25.9% | +42.6% | +15.8% |
| 1Y | +19.6% | -42.1% | +61.6% | +19.0% |
| All | +19.6% | -44.1% | +63.6% | +19.0% |
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