+59.9%
CME vs PLUG
-75.5%
+135.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -0.4% |
| 7D | -0.6% | +14.5% | -15.1% | -0.3% |
| 30D | +8.5% | -10.7% | +19.3% | +8.4% |
| 3M | +16.0% | -31.2% | +47.2% | +15.4% |
| 6M | +9.3% | -51.9% | +61.3% | +8.3% |
| YTD | +15.3% | -23.9% | +39.2% | +15.3% |
| 1Y | +14.4% | -43.4% | +57.8% | +13.8% |
| 3Y | +59.9% | -74.7% | +134.6% | +60.4% |
| All | +59.9% | -75.5% | +135.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling