+17.1%
CME vs PLUG
-45.5%
+62.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.3% |
| 7D | +0.9% | +5.8% | -4.9% | +1.1% |
| 30D | +13.2% | -18.5% | +31.7% | +12.9% |
| 3M | +16.3% | -30.0% | +46.2% | +15.8% |
| 6M | +7.1% | -56.2% | +63.3% | +7.0% |
| YTD | +15.8% | -26.4% | +42.2% | +14.8% |
| 1Y | +17.1% | -42.2% | +59.3% | +16.6% |
| All | +17.1% | -45.5% | +62.6% | +16.6% |
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