+3,206.8%
CVNA vs PLUG
-6.9%
+3,213.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.3% |
| 7D | -1.0% | +3.8% | -4.8% | -2.4% |
| 30D | -1.0% | +2.8% | -3.9% | -2.2% |
| 3M | +5.5% | -25.4% | +30.9% | +15.8% |
| 6M | +11.8% | -0.5% | +12.3% | +5.5% |
| YTD | -13.0% | +10.2% | -23.2% | -24.3% |
| 1Y | -2.1% | +53.9% | -56.0% | -32.7% |
| 3Y | +681.6% | -72.7% | +754.4% | +619.2% |
| 5Y | +11.6% | -91.4% | +103.0% | +93.3% |
| All | +3,206.8% | -6.9% | +3,213.6% | +1,749.2% |
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