+335.9%
CMI vs PLUG
-2.5%
+338.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -1.8% | -7.2% | +5.4% | -1.2% |
| 30D | -12.2% | -16.4% | +4.1% | -11.0% |
| 3M | -26.5% | -39.0% | +12.4% | -23.7% |
| 6M | -33.6% | -61.5% | +27.9% | -28.8% |
| YTD | -8.3% | -31.2% | +22.9% | -7.0% |
| 1Y | -1.3% | -46.4% | +45.2% | +1.8% |
| 3Y | +124.8% | -61.6% | +186.4% | +118.5% |
| 5Y | +119.9% | -96.9% | +216.7% | +149.1% |
| 10Y | +335.9% | -7.8% | +343.7% | +273.5% |
| All | +335.9% | -2.5% | +338.4% | +273.5% |
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