+323.5%
CORZ vs PLUG
-63.7%
+387.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.1% |
| 7D | +14.2% | -6.8% | +21.0% | +15.8% |
| 30D | -3.0% | -16.0% | +13.1% | +0.6% |
| 3M | -26.3% | -38.7% | +12.5% | -18.9% |
| 6M | -36.5% | -61.4% | +24.8% | -24.7% |
| YTD | +0.1% | -31.0% | +31.0% | +6.4% |
| 1Y | -15.9% | -46.2% | +30.4% | -7.6% |
| All | +323.5% | -63.7% | +387.3% | +321.5% |
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