+379.3%
CRWD vs PLUG
-75.5%
+454.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +1.9% | +5.1% |
| 7D | -5.5% | +14.5% | -20.0% | -6.3% |
| 30D | -16.9% | -10.7% | -6.2% | -16.3% |
| 3M | +6.6% | -31.2% | +37.8% | +9.0% |
| 6M | +73.2% | -51.9% | +125.2% | +80.1% |
| YTD | +95.1% | -23.9% | +118.9% | +95.9% |
| 1Y | +69.4% | -43.4% | +112.8% | +72.5% |
| 3Y | +379.3% | -74.7% | +454.0% | +370.6% |
| All | +379.3% | -75.5% | +454.8% | +370.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling