+48.2%
CSX vs PLUG
-96.4%
+144.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.4% | -10.8% | -3.7% |
| 7D | -5.5% | +5.8% | -11.4% | -5.8% |
| 30D | +4.9% | -18.5% | +23.5% | +5.8% |
| 3M | -2.9% | -30.0% | +27.1% | -1.5% |
| 6M | +8.3% | -56.2% | +64.5% | +11.8% |
| YTD | +36.7% | -26.4% | +63.1% | +36.6% |
| 1Y | +41.5% | -42.2% | +83.7% | +42.8% |
| 3Y | +68.6% | -76.8% | +145.5% | +69.8% |
| All | +48.2% | -96.4% | +144.6% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling