+205.1%
CRM vs PLUG
-25.0%
+230.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +1.1% |
| 7D | +2.0% | -23.4% | +25.4% | +4.4% |
| 30D | -7.7% | -23.4% | +15.8% | -5.6% |
| 3M | +8.4% | -51.7% | +60.1% | +15.5% |
| 6M | +31.9% | -72.0% | +103.9% | +46.9% |
| YTD | -17.2% | -43.7% | +26.5% | -15.4% |
| 1Y | -8.6% | -55.4% | +46.8% | -4.7% |
| 3Y | +3.1% | -68.0% | +71.1% | -1.7% |
| 5Y | -27.6% | -97.4% | +69.8% | -10.9% |
| All | +205.1% | -25.0% | +230.1% | +140.6% |
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