+3,214.0%
CVNA vs PLUG
-37.8%
+3,251.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.4% | -5.3% | -0.6% |
| 7D | +7.7% | +5.8% | +1.9% | +5.3% |
| 30D | +17.2% | -18.5% | +35.8% | +25.6% |
| 3M | +7.7% | -30.0% | +37.6% | +21.3% |
| 6M | -5.5% | -56.2% | +50.7% | +21.4% |
| YTD | -12.8% | -26.4% | +13.6% | -12.8% |
| 1Y | +26.8% | -42.2% | +69.0% | +36.4% |
| 3Y | +1,007.0% | -76.8% | +1,083.8% | +946.3% |
| 5Y | +23.5% | -96.2% | +119.7% | +183.4% |
| All | +3,214.0% | -37.8% | +3,251.7% | +2,029.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling