+2,943.1%
CTAS vs PLUG
-99.1%
+3,042.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -2.2% |
| 7D | +1.2% | +5.8% | -4.7% | +0.7% |
| 30D | +12.8% | -18.5% | +31.3% | +14.0% |
| 3M | +10.3% | -30.0% | +40.2% | +12.3% |
| 6M | +32.0% | -56.2% | +88.2% | +37.5% |
| YTD | +19.1% | -26.4% | +45.5% | +19.0% |
| 1Y | +21.5% | -42.2% | +63.7% | +22.8% |
| 3Y | +76.0% | -76.8% | +152.9% | +74.1% |
| 5Y | +110.9% | -96.2% | +207.1% | +127.7% |
| 10Y | +849.8% | +2.1% | +847.7% | +659.2% |
| All | +2,943.1% | -99.1% | +3,042.2% | +1,954.4% |
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 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