+1,163.4%
CVNA vs PLUG
-66.9%
+1,230.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.5% | +12.6% | +3.9% |
| 7D | -1.6% | -23.4% | +21.8% | +2.6% |
| 30D | +24.9% | -23.4% | +48.3% | +30.2% |
| 3M | -1.8% | -51.7% | +49.9% | +10.2% |
| 6M | +3.5% | -72.0% | +75.5% | +25.4% |
| YTD | -14.3% | -43.7% | +29.4% | -9.7% |
| 1Y | +13.6% | -55.4% | +69.0% | +23.8% |
| 3Y | +1,163.4% | -68.0% | +1,231.5% | +1,165.6% |
| All | +1,163.4% | -66.9% | +1,230.3% | +1,165.6% |
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