+137.3%
CTVA vs PLUG
-56.1%
+193.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.1% | +3.4% |
| 7D | -20.8% | -23.4% | +2.7% | -19.0% |
| 30D | -29.6% | -23.4% | -6.2% | -28.2% |
| 3M | -16.9% | -51.7% | +34.8% | -12.3% |
| 6M | -24.3% | -72.0% | +47.7% | -17.0% |
| YTD | -5.6% | -43.7% | +38.0% | -3.4% |
| 1Y | -4.2% | -55.4% | +51.3% | -0.3% |
| 3Y | +43.3% | -68.0% | +111.3% | +39.1% |
| 5Y | +35.7% | -97.4% | +133.1% | +61.6% |
| All | +137.3% | -56.1% | +193.4% | +42.9% |
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