+3,419.1%
CSX vs PLUG
-98.6%
+3,517.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +7.2% | -39.7% | +46.9% | +10.5% |
| 6M | +16.2% | -12.5% | +28.7% | +16.0% |
| YTD | +37.5% | +10.2% | +27.4% | +34.3% |
| 1Y | +53.2% | +50.7% | +2.5% | +44.2% |
| 3Y | +68.2% | -74.5% | +142.7% | +66.0% |
| 5Y | +65.2% | -91.8% | +157.0% | +70.3% |
| 10Y | +504.1% | +43.7% | +460.4% | +356.6% |
| All | +3,419.1% | -98.6% | +3,517.7% | +2,362.8% |
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 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