+517.2%
CNP vs PLUG
-98.6%
+615.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -1.8% | +3.3% | -5.2% | -2.0% |
| 3M | -4.6% | -39.7% | +35.1% | -2.7% |
| 6M | -8.8% | -12.5% | +3.7% | -9.0% |
| YTD | +5.2% | +10.2% | -4.9% | +3.5% |
| 1Y | +8.3% | +50.7% | -42.4% | +3.9% |
| 3Y | +54.9% | -74.5% | +129.4% | +53.6% |
| 5Y | +73.5% | -91.8% | +165.3% | +76.9% |
| 10Y | +139.1% | +43.7% | +95.4% | +98.6% |
| All | +517.2% | -98.6% | +615.9% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling