-46.4%
PLUG vs CVE
+60.9%
-107.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -16.4% | -10.8% | -5.5% | -14.8% |
| 3M | -39.0% | -4.3% | -34.6% | -39.2% |
| 6M | -61.5% | -1.5% | -60.0% | -61.9% |
| YTD | -31.2% | +70.7% | -101.9% | -42.6% |
| 1Y | -46.4% | +58.1% | -104.5% | -54.0% |
| All | -46.4% | +60.9% | -107.4% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling