-69.9%
CPNG vs PLUG
-95.0%
+25.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.3% | -3.8% |
| 7D | -6.3% | +8.1% | -14.4% | -7.4% |
| 30D | -8.7% | +3.7% | -12.4% | -9.4% |
| 3M | -2.4% | -29.2% | +26.7% | +2.1% |
| 6M | -22.3% | +6.1% | -28.4% | -24.6% |
| YTD | -37.2% | +14.7% | -51.9% | -40.7% |
| 1Y | -53.0% | +56.9% | -109.9% | -59.7% |
| 3Y | -20.0% | -71.6% | +51.6% | -18.7% |
| 5Y | -52.8% | -91.0% | +38.3% | -37.9% |
| All | -69.9% | -95.0% | +25.0% | -53.3% |
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 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