-96.5%
PLUG vs CMS
+32.6%
-129.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.3% |
| 7D | +5.8% | -1.3% | +7.2% | +6.3% |
| 30D | -18.5% | +6.3% | -24.9% | -21.2% |
| 3M | -30.0% | -2.1% | -27.9% | -29.5% |
| 6M | -56.2% | -5.1% | -51.1% | -55.6% |
| YTD | -26.4% | +1.3% | -27.6% | -28.9% |
| 1Y | -42.2% | -1.4% | -40.8% | -43.2% |
| 3Y | -76.8% | +36.9% | -113.8% | -82.7% |
| All | -96.5% | +32.6% | -129.0% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling