+58.4%
PLUG vs CRS
+1,345.8%
-1,287.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | +2.8% | -18.1% | +20.9% | +11.1% |
| 3M | -25.4% | -12.4% | -13.0% | -21.8% |
| 6M | -0.5% | +15.9% | -16.4% | -7.8% |
| YTD | +10.2% | +45.8% | -35.7% | -7.8% |
| 1Y | +53.9% | +87.8% | -33.8% | +14.6% |
| 3Y | -72.7% | +648.7% | -721.5% | -89.5% |
| 5Y | -91.4% | +1,416.6% | -1,508.0% | -97.6% |
| 10Y | +58.4% | +1,412.7% | -1,354.3% | -58.3% |
| All | +58.4% | +1,345.8% | -1,287.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CRS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling