-4.6%
CARR vs PLUG
+45.6%
-50.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +1.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -8.7% | +3.3% | -12.1% | -8.8% |
| 3M | -12.6% | -39.7% | +27.2% | -12.4% |
| 6M | -1.5% | -12.5% | +11.0% | -2.5% |
| YTD | +14.3% | +10.2% | +4.1% | +12.4% |
| 1Y | -4.6% | +50.7% | -55.3% | -6.4% |
| All | -4.6% | +45.6% | -50.2% | -6.4% |
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