+43.7%
PLUG vs CMS
+117.1%
-73.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +3.3% | -3.6% | +6.9% | +4.6% |
| 3M | -39.7% | -1.9% | -37.8% | -39.8% |
| 6M | -12.5% | -11.0% | -1.5% | -9.5% |
| YTD | +10.2% | +0.2% | +10.0% | +8.7% |
| 1Y | +50.7% | -1.3% | +52.0% | +49.4% |
| 3Y | -74.5% | +35.9% | -110.4% | -77.8% |
| 5Y | -91.8% | +23.1% | -114.9% | -92.7% |
| All | +43.7% | +117.1% | -73.4% | +26.4% |
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