+15.1%
PLUG vs CVE
+136.1%
-121.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.6% |
| 7D | +5.8% | -16.1% | +22.0% | +11.8% |
| 30D | -18.5% | -10.4% | -8.2% | -16.1% |
| 3M | -30.0% | -2.4% | -27.6% | -30.1% |
| 6M | -56.2% | -4.4% | -51.8% | -56.2% |
| YTD | -26.4% | +64.9% | -91.3% | -38.9% |
| 1Y | -42.2% | +66.0% | -108.3% | -52.3% |
| 3Y | -76.8% | +57.7% | -134.5% | -80.9% |
| 5Y | -96.2% | +144.7% | -241.0% | -97.4% |
| All | +15.1% | +136.1% | -121.1% | -27.7% |
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