+284.1%
CME vs PLUG
+43.7%
+240.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +6.2% | +3.3% | +2.9% | +6.1% |
| 3M | +10.4% | -39.7% | +50.1% | +11.8% |
| 6M | -9.5% | -12.5% | +3.0% | -9.6% |
| YTD | +6.0% | +10.2% | -4.1% | +4.9% |
| 1Y | +9.3% | +50.7% | -41.4% | +6.3% |
| 3Y | +57.7% | -74.5% | +132.2% | +58.7% |
| 5Y | +77.7% | -91.8% | +169.5% | +84.3% |
| All | +284.1% | +43.7% | +240.4% | +221.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling