-7.3%
CARR vs PLUG
+50.7%
-58.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.9% |
| 7D | +0.6% | +3.8% | -3.2% | +0.6% |
| 30D | -8.7% | +2.8% | -11.5% | -8.7% |
| 3M | -18.4% | -25.4% | +7.1% | -18.4% |
| 6M | -0.6% | -0.5% | -0.1% | -1.7% |
| YTD | +10.9% | +10.2% | +0.8% | +9.1% |
| 1Y | -7.3% | +53.9% | -61.2% | -10.4% |
| All | -7.3% | +50.7% | -58.0% | -10.4% |
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