+7.1%
CRM vs PLUG
+45.6%
-38.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +34.3% | +3.3% | +31.0% | +34.3% |
| 3M | +37.7% | -39.7% | +77.4% | +39.6% |
| 6M | +34.9% | -12.5% | +47.4% | +33.9% |
| YTD | -1.6% | +10.2% | -11.8% | -3.8% |
| 1Y | +7.1% | +50.7% | -43.6% | +3.7% |
| All | +7.1% | +45.6% | -38.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling