+1,169.6%
CVX vs PLUG
-99.1%
+1,268.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.6% |
| 7D | -9.7% | +5.8% | -15.6% | -10.1% |
| 30D | +3.6% | -18.5% | +22.2% | +4.7% |
| 3M | +13.3% | -30.0% | +43.3% | +15.4% |
| 6M | +16.9% | -56.2% | +73.1% | +21.7% |
| YTD | +43.4% | -26.4% | +69.8% | +43.3% |
| 1Y | +44.5% | -42.2% | +86.7% | +46.1% |
| 3Y | +64.0% | -76.8% | +140.8% | +62.6% |
| 5Y | +126.4% | -96.2% | +222.6% | +143.2% |
| 10Y | +209.4% | +2.1% | +207.3% | +146.3% |
| All | +1,169.6% | -99.1% | +1,268.6% | +777.9% |
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