-73.8%
PLUG vs CRS
+683.5%
-757.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +3.3% | -16.6% | +20.0% | +9.6% |
| 3M | -39.7% | -3.5% | -36.3% | -39.3% |
| 6M | -12.5% | +15.4% | -27.9% | -17.4% |
| YTD | +10.2% | +51.2% | -41.0% | -5.6% |
| 1Y | +50.7% | +98.3% | -47.6% | +16.8% |
| All | -73.8% | +683.5% | -757.2% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling