-59.3%
PLUG vs CMS
-5.3%
-54.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.8% |
| 7D | -4.9% | +1.7% | -6.6% | -4.1% |
| 30D | -27.4% | +8.6% | -36.0% | -24.1% |
| 3M | -35.7% | -0.5% | -35.2% | -36.3% |
| 6M | -59.3% | -4.2% | -55.2% | -57.8% |
| All | -59.3% | -5.3% | -54.1% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling