+3,607.1%
CSX vs PLUG
-99.1%
+3,706.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.4% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +9.7% | -22.8% | +32.5% | +11.5% |
| 3M | +2.3% | -32.4% | +34.7% | +4.8% |
| 6M | +17.1% | -53.4% | +70.4% | +22.2% |
| YTD | +44.9% | -25.9% | +70.8% | +45.0% |
| 1Y | +47.1% | -42.1% | +89.2% | +49.4% |
| 3Y | +78.6% | -77.9% | +156.5% | +77.9% |
| 5Y | +57.2% | -96.4% | +153.6% | +71.9% |
| 10Y | +479.2% | +2.8% | +476.4% | +347.7% |
| All | +3,607.1% | -99.1% | +3,706.2% | +2,560.3% |
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