-99.1%
PLUG vs CRS
+3,735.4%
-3,834.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | -1.7% | +7.5% | +6.7% |
| 30D | -18.5% | -28.8% | +10.3% | -6.3% |
| 3M | -30.0% | -50.0% | +20.1% | -5.4% |
| 6M | -56.2% | -39.2% | -17.0% | -46.3% |
| YTD | -26.4% | -11.4% | -15.0% | -25.9% |
| 1Y | -42.2% | -11.7% | -30.5% | -41.9% |
| 3Y | -76.8% | +319.6% | -396.5% | -89.9% |
| 5Y | -96.2% | +794.8% | -891.0% | -98.9% |
| 10Y | +2.1% | +926.9% | -924.8% | -77.2% |
| All | -99.1% | +3,735.4% | -3,834.5% | -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