-69.0%
CPNG vs PLUG
-97.2%
+28.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.8% | +4.4% | -3.0% |
| 7D | -6.9% | -8.1% | +1.3% | -5.8% |
| 30D | +1.1% | -20.5% | +21.6% | +4.6% |
| 3M | -6.3% | -45.9% | +39.5% | +2.4% |
| 6M | -3.8% | -65.2% | +61.3% | +11.4% |
| YTD | -35.2% | -37.1% | +1.9% | -33.1% |
| 1Y | -47.0% | -54.6% | +7.6% | -42.7% |
| 3Y | -0.2% | -64.9% | +64.7% | -8.6% |
| 5Y | -42.5% | -97.1% | +54.7% | -6.8% |
| All | -69.0% | -97.2% | +28.3% | -47.3% |
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