+3,812.5%
CMG vs PLUG
-97.4%
+3,909.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.4% | -10.1% | -3.3% |
| 7D | +8.0% | +5.8% | +2.1% | +7.4% |
| 30D | +11.9% | -18.5% | +30.4% | +13.4% |
| 3M | +2.1% | -30.0% | +32.1% | +4.4% |
| 6M | +5.2% | -56.2% | +61.4% | +10.5% |
| YTD | -6.9% | -26.4% | +19.4% | -6.7% |
| 1Y | +12.7% | -42.2% | +54.9% | +14.6% |
| 3Y | -16.8% | -76.8% | +60.0% | -17.1% |
| 5Y | -4.1% | -96.2% | +92.2% | +6.1% |
| 10Y | +364.7% | +2.1% | +362.6% | +279.2% |
| All | +3,812.5% | -97.4% | +3,909.9% | +3,298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling