+997.4%
CRH vs PLUG
-98.6%
+1,096.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.1% |
| 7D | -3.6% | +3.8% | -7.4% | -3.9% |
| 30D | -10.8% | +2.8% | -13.7% | -11.1% |
| 3M | -13.5% | -25.4% | +11.9% | -11.9% |
| 6M | -15.4% | -0.5% | -15.0% | -16.3% |
| YTD | -27.6% | +10.2% | -37.8% | -29.3% |
| 1Y | -18.4% | +53.9% | -72.3% | -23.4% |
| 3Y | +72.5% | -72.7% | +145.2% | +69.8% |
| 5Y | +99.2% | -91.4% | +190.6% | +106.3% |
| 10Y | +257.0% | +58.4% | +198.7% | +174.4% |
| All | +997.4% | -98.6% | +1,096.0% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling