-83.0%
PLUG vs CVE
+67.4%
-150.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.6% | +11.2% | +6.1% |
| 7D | +2.8% | -12.1% | +14.9% | +7.1% |
| 30D | -22.8% | -9.8% | -13.0% | -20.5% |
| 3M | -32.4% | -0.7% | -31.7% | -33.0% |
| 6M | -53.4% | -4.3% | -49.0% | -53.5% |
| YTD | -25.9% | +70.6% | -96.5% | -39.7% |
| 1Y | -42.1% | +73.2% | -115.2% | -53.2% |
| 3Y | -77.9% | +60.3% | -138.3% | -82.1% |
| 5Y | -96.4% | +159.3% | -255.7% | -97.6% |
| 10Y | +2.8% | +147.4% | -144.6% | -42.8% |
| All | -83.0% | +67.4% | -150.4% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling