-66.8%
CPNG vs PLUG
-97.0%
+30.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +0.8% |
| 7D | +7.2% | -3.2% | +10.4% | +7.7% |
| 30D | +3.2% | -18.7% | +22.0% | +6.4% |
| 3M | +0.9% | -35.3% | +36.2% | +7.3% |
| 6M | -3.8% | -56.2% | +52.4% | +7.3% |
| YTD | -30.8% | -30.7% | -0.1% | -29.6% |
| 1Y | -43.5% | -46.7% | +3.1% | -40.5% |
| 3Y | +6.6% | -61.3% | +67.9% | -3.8% |
| 5Y | -45.3% | -96.6% | +51.3% | -13.9% |
| All | -66.8% | -97.0% | +30.1% | -44.5% |
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