+9.3%
CME vs PLUG
+45.6%
-36.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +6.2% | +3.3% | +2.9% | +6.3% |
| 3M | +10.4% | -39.7% | +50.1% | +10.4% |
| 6M | -9.5% | -12.5% | +3.0% | -9.6% |
| YTD | +6.0% | +10.2% | -4.1% | +6.3% |
| 1Y | +9.3% | +50.7% | -41.4% | +11.7% |
| All | +9.3% | +45.6% | -36.4% | +11.7% |
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