+65.0%
PLUG vs CRS
+1,346.1%
-1,281.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +5.6% |
| 7D | +8.1% | -3.1% | +11.2% | +9.4% |
| 30D | +3.7% | -19.6% | +23.3% | +12.9% |
| 3M | -29.2% | -8.1% | -21.1% | -27.3% |
| 6M | +6.1% | +18.6% | -12.5% | -2.6% |
| YTD | +14.7% | +45.9% | -31.1% | -4.0% |
| 1Y | +56.9% | +82.5% | -25.5% | +18.2% |
| 3Y | -71.6% | +648.9% | -720.5% | -89.1% |
| 5Y | -91.0% | +1,438.1% | -1,529.2% | -97.5% |
| All | +65.0% | +1,346.1% | -1,281.2% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling