+6,524.4%
CMI vs PLUG
-99.1%
+6,623.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.0% | +6.4% | -1.8% |
| 7D | -9.3% | -3.2% | -6.1% | -9.1% |
| 30D | -13.2% | -18.7% | +5.5% | -11.7% |
| 3M | -28.2% | -35.3% | +7.1% | -25.5% |
| 6M | -32.7% | -56.2% | +23.5% | -28.1% |
| YTD | -10.1% | -30.7% | +20.6% | -8.9% |
| 1Y | -4.9% | -46.7% | +41.8% | -1.5% |
| 3Y | +120.4% | -61.3% | +181.7% | +112.9% |
| 5Y | +114.3% | -96.6% | +210.9% | +144.2% |
| 10Y | +324.8% | +1.1% | +323.7% | +206.9% |
| All | +6,524.4% | -99.1% | +6,623.5% | +4,503.4% |
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