+143.3%
CNP vs PLUG
+9.2%
+134.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.0% | +10.1% | +1.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.9% |
| 30D | +6.8% | -18.7% | +25.6% | +7.7% |
| 3M | +3.6% | -35.3% | +38.9% | +5.5% |
| 6M | 0.0% | -56.2% | +56.2% | +3.3% |
| YTD | +9.4% | -30.7% | +40.1% | +9.6% |
| 1Y | +6.8% | -46.7% | +53.5% | +8.3% |
| 3Y | +64.2% | -61.3% | +125.5% | +59.5% |
| 5Y | +76.0% | -96.6% | +172.6% | +92.8% |
| 10Y | +143.3% | +1.1% | +142.2% | +97.1% |
| All | +143.3% | +9.2% | +134.1% | +97.1% |
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 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