+324.6%
CMG vs PLUG
-16.2%
+340.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.8% | -3.3% |
| 7D | -0.6% | -8.1% | +7.5% | 0.0% |
| 30D | +15.9% | -20.5% | +36.4% | +17.9% |
| 3M | +7.8% | -45.9% | +53.6% | +13.0% |
| 6M | +7.7% | -65.2% | +72.8% | +16.4% |
| YTD | -4.9% | -37.1% | +32.1% | -3.6% |
| 1Y | +12.3% | -54.6% | +66.9% | +16.8% |
| 3Y | -17.1% | -64.9% | +47.8% | -20.2% |
| 5Y | -5.6% | -97.1% | +91.5% | +12.4% |
| All | +324.6% | -16.2% | +340.8% | +251.7% |
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 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