+67.8%
CSX vs PLUG
-91.8%
+159.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -3.1% | +3.3% | -6.4% | -3.3% |
| 3M | +7.2% | -39.7% | +46.9% | +9.3% |
| 6M | +16.2% | -12.5% | +28.7% | +16.0% |
| YTD | +37.5% | +10.2% | +27.4% | +35.2% |
| 1Y | +53.2% | +50.7% | +2.5% | +46.8% |
| 3Y | +68.2% | -74.5% | +142.7% | +70.8% |
| All | +67.8% | -91.8% | +159.6% | +82.8% |
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