+1,145.6%
CVX vs PLUG
-98.6%
+1,244.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | +3.3% | -0.9% | +4.3% | +3.4% |
| 30D | +12.9% | +3.3% | +9.5% | +12.5% |
| 3M | +11.7% | -39.7% | +51.4% | +14.7% |
| 6M | +14.1% | -12.5% | +26.6% | +13.9% |
| YTD | +40.7% | +10.2% | +30.5% | +37.7% |
| 1Y | +37.5% | +50.7% | -13.2% | +30.1% |
| 3Y | +43.9% | -74.5% | +118.4% | +42.1% |
| 5Y | +161.5% | -91.8% | +253.2% | +167.6% |
| 10Y | +215.1% | +43.7% | +171.4% | +146.2% |
| All | +1,145.6% | -98.6% | +1,244.2% | +743.0% |
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