+134.8%
CNP vs PLUG
+6.6%
+128.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | +1.4% |
| 7D | -4.2% | +5.8% | -10.0% | -4.5% |
| 30D | +5.5% | -18.5% | +24.1% | +6.4% |
| 3M | +0.6% | -30.0% | +30.5% | +2.1% |
| 6M | -2.8% | -56.2% | +53.4% | +0.4% |
| YTD | +7.9% | -26.4% | +34.3% | +7.8% |
| 1Y | +6.7% | -42.2% | +48.9% | +7.7% |
| 3Y | +61.1% | -76.8% | +138.0% | +61.0% |
| 5Y | +73.0% | -96.2% | +169.2% | +88.3% |
| All | +134.8% | +6.6% | +128.2% | +90.6% |
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