+53.5%
CAVA vs PLUG
-72.4%
+125.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.5% |
| 7D | -1.5% | +8.1% | -9.7% | -2.4% |
| 30D | -3.7% | +3.7% | -7.3% | -4.0% |
| 3M | -18.3% | -29.2% | +10.8% | -15.7% |
| 6M | -23.5% | +6.1% | -29.6% | -25.3% |
| YTD | +2.5% | +14.7% | -12.3% | -1.5% |
| 1Y | -8.0% | +56.9% | -64.9% | -15.8% |
| 3Y | +53.5% | -71.6% | +125.1% | +56.3% |
| All | +53.5% | -72.4% | +125.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling