+3,981.8%
CMG vs PLUG
-97.5%
+4,079.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +1.1% |
| 7D | +8.0% | -3.2% | +11.2% | +8.2% |
| 30D | +13.7% | -18.7% | +32.5% | +15.2% |
| 3M | +11.8% | -35.3% | +47.1% | +14.9% |
| 6M | +10.6% | -56.2% | +66.8% | +16.1% |
| YTD | -2.9% | -30.7% | +27.8% | -2.3% |
| 1Y | +17.8% | -46.7% | +64.5% | +20.5% |
| 3Y | -15.3% | -61.3% | +46.0% | -18.2% |
| 5Y | -0.9% | -96.6% | +95.7% | +10.4% |
| 10Y | +358.4% | +1.1% | +357.3% | +274.6% |
| All | +3,981.8% | -97.5% | +4,079.3% | +3,459.3% |
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