-18.2%
PLUG vs CMS
+136.3%
-154.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -9.0% |
| 7D | -8.5% | -1.3% | -7.2% | -8.1% |
| 30D | -20.8% | +5.3% | -26.1% | -22.4% |
| 3M | -46.1% | -0.3% | -45.7% | -46.1% |
| 6M | -65.3% | -4.0% | -61.3% | -65.1% |
| YTD | -37.3% | +2.1% | -39.4% | -38.7% |
| 1Y | -54.8% | -4.7% | -50.0% | -54.5% |
| 3Y | -65.0% | +36.8% | -101.8% | -69.8% |
| 5Y | -97.1% | +34.9% | -132.0% | -97.5% |
| All | -18.2% | +136.3% | -154.5% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling