-62.8%
CSGP vs PLUG
-74.3%
+11.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -2.6% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +2.3% | +3.3% | -1.0% | +2.1% |
| 3M | -8.2% | -39.7% | +31.6% | -6.0% |
| 6M | -35.1% | -12.5% | -22.6% | -35.4% |
| YTD | -54.0% | +10.2% | -64.2% | -55.0% |
| 1Y | -65.3% | +50.7% | -116.0% | -67.1% |
| All | -62.8% | -74.3% | +11.5% | -63.2% |
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