+76.0%
CTAS vs PLUG
-78.4%
+154.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -1.8% |
| 7D | +1.2% | +5.8% | -4.7% | +1.2% |
| 30D | +12.8% | -18.5% | +31.3% | +12.7% |
| 3M | +10.3% | -30.0% | +40.2% | +10.2% |
| 6M | +32.0% | -56.2% | +88.2% | +31.9% |
| YTD | +19.1% | -26.4% | +45.5% | +18.6% |
| 1Y | +21.5% | -42.2% | +63.7% | +21.1% |
| 3Y | +76.0% | -76.8% | +152.9% | +74.2% |
| All | +76.0% | -78.4% | +154.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling