-54.6%
PLUG vs CRS
-7.1%
-47.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.3% |
| 7D | -8.1% | +7.4% | -15.6% | -9.9% |
| 30D | -20.5% | -21.2% | +0.7% | -15.9% |
| 3M | -45.9% | -43.3% | -2.6% | -37.2% |
| 6M | -65.2% | -29.4% | -35.8% | -61.7% |
| YTD | -37.1% | -4.7% | -32.4% | -36.3% |
| 1Y | -54.6% | -9.6% | -45.0% | -53.9% |
| All | -54.6% | -7.1% | -47.5% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling