+512.2%
CMI vs PLUG
+48.6%
+463.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | +0.7% | +3.8% | -3.1% | +0.4% |
| 30D | -12.3% | +2.8% | -15.1% | -12.5% |
| 3M | -16.8% | -25.4% | +8.6% | -15.0% |
| 6M | +1.5% | -0.5% | +2.0% | +0.6% |
| YTD | +9.8% | +10.2% | -0.4% | +7.4% |
| 1Y | +42.6% | +53.9% | -11.3% | +33.5% |
| 3Y | +151.0% | -72.7% | +223.7% | +148.7% |
| 5Y | +167.0% | -91.4% | +258.4% | +179.1% |
| 10Y | +512.2% | +58.4% | +453.8% | +402.5% |
| All | +512.2% | +48.6% | +463.5% | +402.5% |
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