+456.4%
PLUG vs CDW
+903.1%
-446.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.5% |
| 7D | -0.9% | +3.2% | -4.1% | -3.0% |
| 30D | +3.3% | +9.3% | -6.0% | -2.8% |
| 3M | -39.7% | +9.8% | -49.5% | -44.6% |
| 6M | -12.5% | +23.3% | -35.8% | -29.1% |
| YTD | +10.2% | +13.7% | -3.5% | -6.5% |
| 1Y | +50.7% | -6.5% | +57.2% | +47.5% |
| 3Y | -74.5% | -25.2% | -49.3% | -71.4% |
| 5Y | -91.8% | -19.5% | -72.3% | -91.1% |
| 10Y | +43.7% | +285.8% | -242.1% | -31.1% |
| All | +456.4% | +903.1% | -446.7% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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