+105.2%
CTVA vs PLUG
-91.6%
+196.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.4% | -2.5% |
| 7D | -2.1% | +8.1% | -10.2% | -2.5% |
| 30D | +12.0% | +3.7% | +8.4% | +11.7% |
| 3M | +13.5% | -29.2% | +42.6% | +15.5% |
| 6M | +12.1% | +6.1% | +6.0% | +10.8% |
| YTD | +29.0% | +14.7% | +14.3% | +26.1% |
| 1Y | +18.9% | +56.9% | -38.1% | +11.5% |
| 3Y | +78.9% | -71.6% | +150.5% | +78.7% |
| 5Y | +105.2% | -91.0% | +196.3% | +110.7% |
| All | +105.2% | -91.6% | +196.8% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling