+38.8%
CAVA vs PLUG
-79.1%
+117.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | -9.2% | -0.9% | -8.3% | -9.1% |
| 30D | -8.2% | +3.3% | -11.5% | -8.5% |
| 3M | -15.3% | -39.7% | +24.4% | -11.1% |
| 6M | -23.6% | -12.5% | -11.1% | -23.9% |
| YTD | +3.5% | +10.2% | -6.6% | -0.2% |
| 1Y | -7.9% | +50.7% | -58.6% | -15.5% |
| 3Y | +38.7% | -74.5% | +113.2% | +43.7% |
| All | +38.8% | -79.1% | +117.9% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling