-99.2%
PLUG vs CMS
+337.9%
-437.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.4% |
| 7D | -4.9% | +1.7% | -6.6% | -5.6% |
| 30D | -27.4% | +8.6% | -36.0% | -30.0% |
| 3M | -35.7% | -0.5% | -35.2% | -35.8% |
| 6M | -59.3% | -4.2% | -55.2% | -59.0% |
| YTD | -31.5% | +3.4% | -34.9% | -33.4% |
| 1Y | -48.9% | +0.4% | -49.3% | -49.7% |
| 3Y | -79.6% | +38.2% | -117.8% | -82.6% |
| 5Y | -96.5% | +35.4% | -131.9% | -97.0% |
| 10Y | -4.9% | +131.7% | -136.6% | -37.6% |
| All | -99.2% | +337.9% | -437.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling