-3.9%
CRM vs PLUG
-91.8%
+87.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +23.1% | -5.0% | +28.0% | +23.5% |
| 3M | +42.5% | -26.2% | +68.8% | +45.6% |
| 6M | +25.3% | -0.5% | +25.8% | +23.3% |
| YTD | -7.8% | +7.1% | -14.9% | -10.7% |
| 1Y | +1.0% | +46.5% | -45.5% | -7.1% |
| 3Y | +10.0% | -73.5% | +83.5% | +12.6% |
| 5Y | -3.9% | -91.3% | +87.4% | +24.3% |
| All | -3.9% | -91.8% | +87.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling