-98.6%
PLUG vs CRS
+6,447.2%
-6,545.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +3.3% | -16.6% | +20.0% | +12.2% |
| 3M | -39.7% | -3.5% | -36.3% | -39.3% |
| 6M | -12.5% | +15.4% | -27.9% | -19.7% |
| YTD | +10.2% | +51.2% | -41.0% | -11.8% |
| 1Y | +50.7% | +98.3% | -47.6% | +4.3% |
| 3Y | -74.5% | +651.5% | -726.0% | -91.4% |
| 5Y | -91.8% | +1,411.1% | -1,502.9% | -98.1% |
| 10Y | +43.7% | +1,424.3% | -1,380.6% | -73.0% |
| All | -98.6% | +6,447.2% | -6,545.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling