-1.8%
CARR vs PLUG
-44.1%
+42.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.7% |
| 30D | +0.3% | -22.8% | +23.1% | +0.8% |
| 3M | -14.9% | -32.4% | +17.5% | -14.3% |
| 6M | -14.9% | -53.4% | +38.5% | -14.6% |
| YTD | +7.0% | -25.9% | +32.9% | +4.9% |
| 1Y | -1.8% | -42.1% | +40.3% | -1.1% |
| All | -1.8% | -44.1% | +42.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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