-1.5%
CARR vs PLUG
-3.6%
+2.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -8.9% |
| 3M | -12.6% | -39.7% | +27.2% | -13.2% |
| 6M | -1.5% | -12.5% | +11.0% | -7.2% |
| All | -1.5% | -3.6% | +2.0% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling