+16.5%
CME vs PLUG
-58.9%
+75.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.3% | +0.5% |
| 7D | +3.9% | -23.4% | +27.4% | +3.3% |
| 30D | +11.3% | -23.4% | +34.8% | +10.7% |
| 3M | +19.6% | -51.7% | +71.3% | +18.3% |
| 6M | +8.1% | -72.0% | +80.0% | +7.8% |
| YTD | +20.4% | -43.7% | +64.1% | +18.5% |
| 1Y | +16.5% | -55.4% | +71.9% | +15.5% |
| All | +16.5% | -58.9% | +75.4% | +15.5% |
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