+414.1%
CARR vs PLUG
-26.5%
+440.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.0% | -5.0% | -6.0% | -10.7% |
| 3M | -16.4% | -26.2% | +9.9% | -14.5% |
| 6M | -2.4% | -0.5% | -1.9% | -3.7% |
| YTD | +8.4% | +7.1% | +1.3% | +5.2% |
| 1Y | -8.0% | +46.5% | -54.5% | -15.1% |
| 3Y | +0.6% | -73.5% | +74.1% | 0.0% |
| 5Y | +7.7% | -91.3% | +99.0% | +15.5% |
| All | +414.1% | -26.5% | +440.5% | +464.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling