+231.7%
CTVA vs PLUG
-14.2%
+245.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +4.9% | -0.9% | +5.9% | +5.0% |
| 30D | +11.9% | +3.3% | +8.6% | +11.5% |
| 3M | +13.7% | -39.7% | +53.4% | +17.8% |
| 6M | +13.1% | -12.5% | +25.6% | +13.0% |
| YTD | +32.0% | +10.2% | +21.8% | +28.4% |
| 1Y | +22.1% | +50.7% | -28.6% | +12.8% |
| 3Y | +77.5% | -74.5% | +152.0% | +77.6% |
| 5Y | +106.3% | -91.8% | +198.1% | +118.9% |
| All | +231.7% | -14.2% | +245.9% | +89.9% |
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 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