-23.7%
PLUG vs CLBK
+59.4%
-83.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.9% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | -18.5% | +2.9% | -21.4% | -19.9% |
| 3M | -30.0% | +3.0% | -32.9% | -31.1% |
| 6M | -56.2% | +27.3% | -83.5% | -62.0% |
| YTD | -26.4% | +58.0% | -84.4% | -43.8% |
| 1Y | -42.2% | +62.4% | -104.6% | -56.5% |
| 3Y | -76.8% | +46.9% | -123.8% | -82.4% |
| 5Y | -96.2% | +25.3% | -121.5% | -97.1% |
| All | -23.7% | +59.4% | -83.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling