+322.3%
CMG vs PLUG
+48.6%
+273.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.2% |
| 7D | -6.5% | +3.8% | -10.3% | -6.8% |
| 30D | +12.1% | +2.8% | +9.3% | +11.7% |
| 3M | +20.6% | -25.4% | +46.0% | +23.2% |
| 6M | +2.1% | -0.5% | +2.6% | +0.7% |
| YTD | -2.6% | +10.2% | -12.8% | -5.6% |
| 1Y | -8.7% | +53.9% | -62.6% | -15.3% |
| 3Y | -7.4% | -72.7% | +65.4% | -8.3% |
| 5Y | -5.7% | -91.4% | +85.7% | +1.8% |
| 10Y | +322.3% | +58.4% | +263.9% | +251.2% |
| All | +322.3% | +48.6% | +273.7% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling