+14.1%
CME vs PLUG
-48.8%
+62.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -0.4% |
| 7D | -0.6% | +14.5% | -15.1% | -0.2% |
| 30D | +8.5% | -10.7% | +19.3% | +8.4% |
| 3M | +16.0% | -31.2% | +47.2% | +15.6% |
| 6M | +9.3% | -51.9% | +61.3% | +9.0% |
| YTD | +15.3% | -23.9% | +39.2% | +14.5% |
| All | +14.1% | -48.8% | +62.9% | +13.6% |
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