+74.5%
CSX vs PLUG
-79.9%
+154.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -2.2% |
| 7D | -2.7% | -4.9% | +2.2% | -2.6% |
| 30D | +7.0% | -27.4% | +34.4% | +7.7% |
| 3M | -0.3% | -35.7% | +35.4% | +0.5% |
| 6M | +13.5% | -59.3% | +72.9% | +15.3% |
| YTD | +41.5% | -31.5% | +73.0% | +41.6% |
| 1Y | +45.8% | -48.9% | +94.6% | +46.7% |
| All | +74.5% | -79.9% | +154.3% | +73.4% |
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 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