+20.0%
PLUG vs CRS
+967.2%
-947.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.7% | -6.3% | -0.4% |
| 7D | +14.5% | +4.9% | +9.6% | +12.3% |
| 30D | -10.7% | -20.8% | +10.1% | -3.3% |
| 3M | -31.2% | -46.4% | +15.2% | -12.9% |
| 6M | -51.9% | -28.6% | -23.4% | -46.1% |
| YTD | -23.9% | -2.8% | -21.0% | -26.2% |
| 1Y | -43.4% | -6.7% | -36.7% | -44.4% |
| 3Y | -74.7% | +368.0% | -442.7% | -88.6% |
| 5Y | -96.3% | +852.9% | -949.2% | -98.8% |
| 10Y | +20.0% | +905.1% | -885.1% | -64.7% |
| All | +20.0% | +967.2% | -947.2% | -64.7% |
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