-5.0%
CMG vs PLUG
-72.4%
+67.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -1.5% | +8.1% | -9.6% | -1.7% |
| 30D | +12.7% | +3.7% | +9.0% | +12.6% |
| 3M | +26.3% | -29.2% | +55.4% | +27.3% |
| 6M | +4.5% | +6.1% | -1.6% | +3.5% |
| YTD | -0.1% | +14.7% | -14.8% | -1.5% |
| 1Y | -6.8% | +56.9% | -63.7% | -8.4% |
| 3Y | -5.0% | -71.6% | +66.6% | -9.7% |
| All | -5.0% | -72.4% | +67.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling