+139.8%
CNP vs PLUG
+25.0%
+114.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.1% | +0.2% |
| 7D | -4.3% | +14.5% | -18.8% | -4.9% |
| 30D | +5.7% | -10.7% | +16.4% | +6.2% |
| 3M | +0.9% | -31.2% | +32.1% | +2.5% |
| 6M | -1.1% | -51.9% | +50.9% | +1.8% |
| YTD | +8.3% | -23.9% | +32.1% | +8.0% |
| 1Y | +5.9% | -43.4% | +49.3% | +7.1% |
| 3Y | +64.6% | -74.7% | +139.3% | +63.6% |
| 5Y | +74.6% | -96.3% | +170.9% | +90.6% |
| 10Y | +139.8% | +20.0% | +119.8% | +94.5% |
| All | +139.8% | +25.0% | +114.8% | +94.5% |
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