+534.6%
CVS vs PLUG
-99.0%
+633.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.8% | +1.5% |
| 7D | -3.7% | +14.5% | -18.2% | -4.2% |
| 30D | -0.3% | -10.7% | +10.4% | 0.0% |
| 3M | -10.3% | -31.2% | +20.9% | -9.2% |
| 6M | -4.6% | -51.9% | +47.3% | -2.4% |
| YTD | +10.7% | -23.9% | +34.6% | +10.6% |
| 1Y | +11.2% | -43.4% | +54.6% | +12.2% |
| 3Y | +43.0% | -74.7% | +117.7% | +42.0% |
| 5Y | +8.6% | -96.3% | +104.9% | +13.6% |
| 10Y | +52.0% | +20.0% | +32.0% | +31.1% |
| All | +534.6% | -99.0% | +633.6% | +449.6% |
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