+172.5%
CNC vs PLUG
-16.2%
+188.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.5% | +0.3% |
| 7D | -5.3% | -8.1% | +2.9% | -4.9% |
| 30D | +2.0% | -20.5% | +22.6% | +3.4% |
| 3M | +4.8% | -45.9% | +50.6% | +8.6% |
| 6M | +18.5% | -65.2% | +83.6% | +25.7% |
| YTD | +70.8% | -37.1% | +107.8% | +72.6% |
| 1Y | +94.1% | -54.6% | +148.7% | +100.0% |
| 3Y | -2.2% | -64.9% | +62.6% | -4.6% |
| 5Y | -7.4% | -97.1% | +89.8% | +4.3% |
| All | +172.5% | -16.2% | +188.7% | +110.9% |
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