-4.9%
CMI vs PLUG
-53.2%
+48.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.0% | -1.4% |
| 7D | -9.3% | -2.8% | -6.5% | -9.0% |
| 30D | -13.2% | -18.5% | +5.2% | -11.0% |
| 3M | -28.2% | -35.1% | +6.9% | -24.3% |
| 6M | -32.7% | -56.1% | +23.4% | -26.3% |
| YTD | -10.1% | -30.5% | +20.3% | -8.2% |
| 1Y | -4.9% | -46.5% | +41.6% | -0.5% |
| All | -4.9% | -53.2% | +48.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling