-2.1%
CTAS vs PLUG
+45.6%
-47.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -0.2% | +3.3% | -3.5% | -0.1% |
| 3M | +11.7% | -39.7% | +51.4% | +11.1% |
| 6M | +0.7% | -12.5% | +13.2% | +0.3% |
| YTD | +7.4% | +10.2% | -2.7% | +7.0% |
| 1Y | -2.1% | +50.7% | -52.8% | -4.0% |
| All | -2.1% | +45.6% | -47.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling