+144.0%
CNP vs PLUG
-2.2%
+146.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.1% | -6.8% | +6.8% | +0.2% |
| 30D | +5.0% | -16.0% | +21.1% | +5.8% |
| 3M | +2.7% | -38.7% | +41.4% | +4.8% |
| 6M | -1.9% | -61.4% | +59.5% | +2.0% |
| YTD | +8.8% | -31.0% | +39.7% | +9.0% |
| 1Y | +5.6% | -46.2% | +51.9% | +7.0% |
| 3Y | +63.2% | -61.5% | +124.7% | +58.6% |
| 5Y | +73.8% | -96.9% | +170.6% | +91.6% |
| 10Y | +144.0% | -7.5% | +151.5% | +96.6% |
| All | +144.0% | -2.2% | +146.2% | +96.6% |
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