+15.1%
PLUG vs CMS
+125.4%
-110.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.1% |
| 7D | +5.8% | -1.3% | +7.2% | +6.2% |
| 30D | -18.5% | +6.3% | -24.9% | -20.4% |
| 3M | -30.0% | -2.1% | -27.9% | -29.6% |
| 6M | -56.2% | -5.1% | -51.1% | -55.8% |
| YTD | -26.4% | +1.3% | -27.6% | -27.8% |
| 1Y | -42.2% | -1.4% | -40.8% | -42.7% |
| 3Y | -76.8% | +36.9% | -113.8% | -80.1% |
| 5Y | -96.2% | +32.5% | -128.8% | -96.7% |
| All | +15.1% | +125.4% | -110.4% | -1.9% |
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 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