+12.0%
CARR vs PLUG
-91.6%
+103.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.4% |
| 7D | +3.2% | +8.1% | -4.9% | +2.6% |
| 30D | -7.7% | +3.7% | -11.3% | -8.0% |
| 3M | -11.9% | -29.2% | +17.2% | -9.7% |
| 6M | +2.0% | +6.1% | -4.1% | 0.0% |
| YTD | +13.2% | +14.7% | -1.6% | +9.0% |
| 1Y | -8.5% | +56.9% | -65.5% | -16.5% |
| 3Y | +5.0% | -71.6% | +76.6% | +5.3% |
| 5Y | +12.0% | -91.0% | +103.0% | +28.1% |
| All | +12.0% | -91.6% | +103.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling