+154.1%
CMI vs PLUG
-72.4%
+226.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | +1.9% | +8.1% | -6.2% | +1.3% |
| 30D | -12.5% | +3.7% | -16.2% | -12.8% |
| 3M | -16.2% | -29.2% | +12.9% | -14.4% |
| 6M | +4.9% | +6.1% | -1.2% | +3.6% |
| YTD | +11.1% | +14.7% | -3.6% | +8.8% |
| 1Y | +43.4% | +56.9% | -13.6% | +35.6% |
| 3Y | +154.1% | -71.6% | +225.7% | +154.0% |
| All | +154.1% | -72.4% | +226.5% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling