-8.7%
CMG vs PLUG
+50.7%
-59.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.2% |
| 7D | -6.5% | +3.8% | -10.3% | -6.7% |
| 30D | +12.1% | +2.8% | +9.3% | +11.8% |
| 3M | +20.6% | -25.4% | +46.0% | +22.4% |
| 6M | +2.1% | -0.5% | +2.6% | -0.7% |
| YTD | -2.6% | +10.2% | -12.8% | -7.0% |
| 1Y | -8.7% | +53.9% | -62.6% | -15.0% |
| All | -8.7% | +50.7% | -59.4% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling