+818.6%
CTAS vs PLUG
-16.6%
+835.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +0.7% |
| 7D | +0.5% | -8.5% | +9.0% | +0.9% |
| 30D | +10.2% | -20.8% | +31.1% | +11.6% |
| 3M | +12.1% | -46.1% | +58.2% | +15.9% |
| 6M | +38.3% | -65.3% | +103.6% | +46.2% |
| YTD | +21.9% | -37.3% | +59.2% | +22.6% |
| 1Y | +24.0% | -54.8% | +78.8% | +27.2% |
| 3Y | +75.1% | -65.0% | +140.2% | +67.8% |
| 5Y | +116.9% | -97.1% | +214.1% | +148.8% |
| All | +818.6% | -16.6% | +835.1% | +618.4% |
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