+332.6%
CMI vs PLUG
-25.0%
+357.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.5% | +9.8% | +0.2% |
| 7D | +0.5% | -23.4% | +23.9% | +2.6% |
| 30D | -14.0% | -23.4% | +9.4% | -12.2% |
| 3M | -28.1% | -51.7% | +23.6% | -23.9% |
| 6M | -35.8% | -72.0% | +36.1% | -29.3% |
| YTD | -10.5% | -43.7% | +33.1% | -7.8% |
| 1Y | -1.9% | -55.4% | +53.6% | +2.7% |
| 3Y | +121.0% | -68.0% | +189.0% | +117.9% |
| 5Y | +114.6% | -97.4% | +212.0% | +146.9% |
| All | +332.6% | -25.0% | +357.6% | +280.3% |
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 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