+7.1%
PLUG vs CVE
+137.5%
-130.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.8% | -6.6% |
| 7D | -4.9% | -14.1% | +9.1% | -0.3% |
| 30D | -27.4% | -11.6% | -15.8% | -24.8% |
| 3M | -35.7% | 0.0% | -35.8% | -36.4% |
| 6M | -59.3% | -8.4% | -51.0% | -58.8% |
| YTD | -31.5% | +65.9% | -97.4% | -43.2% |
| 1Y | -48.9% | +69.4% | -118.3% | -58.0% |
| 3Y | -79.6% | +55.9% | -135.5% | -83.1% |
| 5Y | -96.5% | +146.2% | -242.6% | -97.5% |
| All | +7.1% | +137.5% | -130.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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