+8,078.8%
CMI vs PLUG
-98.6%
+8,177.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -13.4% | +3.3% | -16.8% | -13.8% |
| 3M | -17.0% | -39.7% | +22.7% | -13.3% |
| 6M | -1.6% | -12.5% | +10.9% | -1.5% |
| YTD | +11.0% | +10.2% | +0.8% | +8.1% |
| 1Y | +41.9% | +50.7% | -8.8% | +31.8% |
| 3Y | +151.8% | -74.5% | +226.3% | +149.8% |
| 5Y | +163.6% | -91.8% | +255.4% | +176.7% |
| 10Y | +472.9% | +43.7% | +429.2% | +300.6% |
| All | +8,078.8% | -98.6% | +8,177.4% | +5,361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling