+1,223.0%
CSGP vs PLUG
-99.1%
+1,322.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.8% |
| 7D | +18.3% | +2.8% | +15.5% | +18.0% |
| 30D | +17.8% | -22.8% | +40.5% | +19.9% |
| 3M | +9.3% | -32.4% | +41.7% | +12.2% |
| 6M | -7.9% | -53.4% | +45.4% | -3.5% |
| YTD | -51.5% | -25.9% | -25.7% | -51.5% |
| 1Y | -53.3% | -42.1% | -11.3% | -52.5% |
| 3Y | -57.9% | -77.9% | +20.0% | -58.0% |
| 5Y | -61.3% | -96.4% | +35.1% | -57.0% |
| 10Y | +77.5% | +2.8% | +74.7% | +38.5% |
| All | +1,223.0% | -99.1% | +1,322.1% | +890.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling