-41.4%
PLUG vs CAI
-2.4%
-39.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.3% |
| 7D | +14.5% | -20.3% | +34.8% | +17.8% |
| 30D | -10.7% | -13.9% | +3.2% | -8.6% |
| 3M | -31.2% | +12.4% | -43.6% | -31.1% |
| 6M | -51.9% | +58.3% | -110.3% | -52.7% |
| YTD | -23.9% | -5.2% | -18.6% | -20.8% |
| All | -41.4% | -2.4% | -39.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling