+2,643.6%
CTAS vs PLUG
-98.6%
+2,742.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -0.2% | +3.3% | -3.5% | -0.5% |
| 3M | +11.7% | -39.7% | +51.4% | +14.7% |
| 6M | +0.7% | -12.5% | +13.2% | +0.4% |
| YTD | +7.4% | +10.2% | -2.7% | +4.9% |
| 1Y | -2.1% | +50.7% | -52.8% | -7.6% |
| 3Y | +62.9% | -74.5% | +137.4% | +60.5% |
| 5Y | +111.9% | -91.8% | +203.7% | +117.8% |
| 10Y | +652.2% | +43.7% | +608.5% | +489.7% |
| All | +2,643.6% | -98.6% | +2,742.2% | +1,711.8% |
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