+25.2%
CVNA vs PLUG
-44.1%
+69.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +8.3% |
| 7D | +31.3% | +2.8% | +28.5% | +30.8% |
| 30D | +21.7% | -22.8% | +44.5% | +25.7% |
| 3M | +14.0% | -32.4% | +46.4% | +19.6% |
| 6M | +3.0% | -53.4% | +56.3% | +11.3% |
| YTD | -8.1% | -25.9% | +17.8% | -6.7% |
| 1Y | +25.2% | -42.1% | +67.2% | +30.5% |
| All | +25.2% | -44.1% | +69.2% | +30.5% |
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