-42.1%
PLUG vs CMS
+1.4%
-43.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +4.1% |
| 7D | +2.8% | +4.1% | -1.2% | +4.4% |
| 30D | -22.8% | +10.9% | -33.6% | -19.9% |
| 3M | -32.4% | -0.2% | -32.2% | -32.5% |
| 6M | -53.4% | -4.7% | -48.6% | -53.8% |
| YTD | -25.9% | +3.9% | -29.8% | -27.1% |
| 1Y | -42.1% | +0.4% | -42.4% | -39.9% |
| All | -42.1% | +1.4% | -43.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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