+818.4%
CTAS vs PLUG
+9.6%
+808.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +0.8% |
| 30D | +11.3% | -18.5% | +29.8% | +12.5% |
| 3M | +11.4% | -35.1% | +46.5% | +14.0% |
| 6M | +35.6% | -56.1% | +91.7% | +41.3% |
| YTD | +20.7% | -30.5% | +51.2% | +20.6% |
| 1Y | +22.8% | -46.5% | +69.3% | +24.6% |
| 3Y | +73.4% | -61.2% | +134.6% | +65.2% |
| 5Y | +117.6% | -96.6% | +214.2% | +146.4% |
| 10Y | +818.4% | +1.5% | +817.0% | +606.3% |
| All | +818.4% | +9.6% | +808.8% | +606.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling