+383.6%
CMG vs PLUG
+25.0%
+358.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +3.5% |
| 7D | +8.6% | +14.5% | -5.9% | +7.3% |
| 30D | +13.1% | -10.7% | +23.9% | +14.1% |
| 3M | +9.0% | -31.2% | +40.2% | +12.1% |
| 6M | +10.0% | -51.9% | +61.9% | +15.8% |
| YTD | -3.4% | -23.9% | +20.5% | -3.6% |
| 1Y | +16.8% | -43.4% | +60.2% | +19.3% |
| 3Y | -14.7% | -74.7% | +60.0% | -15.5% |
| 5Y | -1.5% | -96.3% | +94.8% | +15.0% |
| 10Y | +383.6% | +20.0% | +363.6% | +302.2% |
| All | +383.6% | +25.0% | +358.6% | +302.2% |
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