+71.0%
CME vs PLUG
-96.4%
+167.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.4% |
| 7D | +0.9% | +5.8% | -4.9% | +0.9% |
| 30D | +13.2% | -18.5% | +31.7% | +13.2% |
| 3M | +16.3% | -30.0% | +46.2% | +16.3% |
| 6M | +7.1% | -56.2% | +63.3% | +7.3% |
| YTD | +15.8% | -26.4% | +42.2% | +15.7% |
| 1Y | +17.1% | -42.2% | +59.3% | +17.0% |
| 3Y | +63.2% | -76.8% | +140.0% | +65.6% |
| All | +71.0% | -96.4% | +167.4% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling