+204.7%
CTVA vs PLUG
-40.7%
+245.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.7% | +1.5% |
| 7D | +1.6% | +14.5% | -12.9% | +0.5% |
| 30D | -8.5% | -10.7% | +2.2% | -7.9% |
| 3M | +5.3% | -31.2% | +36.5% | +7.9% |
| 6M | -0.1% | -51.9% | +51.9% | +4.8% |
| YTD | +21.2% | -23.9% | +45.1% | +21.0% |
| 1Y | +27.0% | -43.4% | +70.4% | +29.5% |
| 3Y | +87.2% | -74.7% | +161.9% | +85.6% |
| 5Y | +77.9% | -96.3% | +174.2% | +105.3% |
| All | +204.7% | -40.7% | +245.4% | +79.1% |
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