+445.7%
CSX vs PLUG
-0.7%
+446.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -1.9% |
| 7D | -2.7% | -4.9% | +2.2% | -2.4% |
| 30D | +7.0% | -27.4% | +34.4% | +9.0% |
| 3M | -0.3% | -35.7% | +35.4% | +2.3% |
| 6M | +13.5% | -59.3% | +72.9% | +19.2% |
| YTD | +41.5% | -31.5% | +73.0% | +42.2% |
| 1Y | +45.8% | -48.9% | +94.6% | +49.0% |
| 3Y | +74.4% | -79.6% | +154.0% | +75.5% |
| 5Y | +53.6% | -96.5% | +150.1% | +72.0% |
| All | +445.7% | -0.7% | +446.4% | +331.6% |
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 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