+245.6%
CRH vs PLUG
+53.3%
+192.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.1% | -3.2% | -2.8% | -5.8% |
| 30D | -9.3% | -8.3% | -1.0% | -8.7% |
| 3M | -15.2% | -25.8% | +10.6% | -13.5% |
| 6M | -14.2% | -5.8% | -8.4% | -14.8% |
| YTD | -28.3% | +6.6% | -34.9% | -29.9% |
| 1Y | -21.8% | +39.1% | -60.8% | -26.6% |
| 3Y | +71.6% | -73.7% | +145.3% | +70.4% |
| 5Y | +96.6% | -91.3% | +187.9% | +108.1% |
| All | +245.6% | +53.3% | +192.3% | +185.8% |
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