-74.6%
PLUG vs CVE
+72.1%
-146.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.4% |
| 7D | -0.9% | +2.5% | -3.4% | -2.1% |
| 30D | +3.3% | +16.7% | -13.4% | -3.9% |
| 3M | -39.7% | +9.3% | -49.0% | -42.3% |
| 6M | -12.5% | +43.6% | -56.1% | -27.2% |
| YTD | +10.2% | +93.6% | -83.4% | -20.8% |
| 1Y | +50.7% | +98.8% | -48.1% | +6.7% |
| All | -74.6% | +72.1% | -146.7% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling