-10.0%
CRM vs PLUG
-44.1%
+34.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +2.2% |
| 7D | -6.2% | +2.8% | -9.0% | -6.2% |
| 30D | -1.2% | -22.8% | +21.6% | -0.9% |
| 3M | +19.1% | -32.4% | +51.5% | +19.6% |
| 6M | +23.0% | -53.4% | +76.3% | +23.9% |
| YTD | -13.7% | -25.9% | +12.2% | -16.3% |
| 1Y | -10.0% | -42.1% | +32.1% | -10.7% |
| All | -10.0% | -44.1% | +34.1% | -10.7% |
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