-13.1%
CAVA vs PLUG
+46.9%
-60.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | -8.0% | -3.2% | -4.8% | -7.7% |
| 30D | -19.6% | -8.3% | -11.3% | -18.8% |
| 3M | -36.7% | -25.8% | -10.9% | -34.7% |
| 6M | -30.6% | -5.8% | -24.8% | -32.2% |
| YTD | -4.8% | +6.6% | -11.4% | -9.2% |
| 1Y | -13.1% | +39.1% | -52.2% | -19.0% |
| All | -13.1% | +46.9% | -60.0% | -19.0% |
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