-78.4%
PLUG vs CVE
+54.6%
-133.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.8% | -6.5% |
| 7D | -4.9% | -14.1% | +9.1% | +0.4% |
| 30D | -27.4% | -11.6% | -15.8% | -24.5% |
| 3M | -35.7% | 0.0% | -35.8% | -36.9% |
| 6M | -59.3% | -8.4% | -51.0% | -58.8% |
| YTD | -31.5% | +65.9% | -97.4% | -47.6% |
| 1Y | -48.9% | +69.4% | -118.3% | -61.5% |
| All | -78.4% | +54.6% | -133.1% | -87.2% |
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