+238.9%
CRM vs PLUG
+53.3%
+185.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -4.4% | -3.2% | -1.2% | -4.2% |
| 30D | +28.1% | -8.3% | +36.4% | +29.1% |
| 3M | +48.8% | -25.8% | +74.6% | +52.3% |
| 6M | +28.3% | -5.8% | +34.1% | +26.8% |
| YTD | -6.0% | +6.6% | -12.6% | -9.1% |
| 1Y | +1.4% | +39.1% | -37.6% | -6.6% |
| 3Y | +11.8% | -73.7% | +85.6% | +10.2% |
| 5Y | -2.0% | -91.3% | +89.3% | +6.5% |
| All | +238.9% | +53.3% | +185.6% | +152.0% |
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