+25.7%
CVNA vs PLUG
-96.4%
+122.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.4% | -5.3% | -0.8% |
| 7D | +7.7% | +5.8% | +1.9% | +5.1% |
| 30D | +17.2% | -18.5% | +35.8% | +26.4% |
| 3M | +7.7% | -30.0% | +37.6% | +22.6% |
| 6M | -5.5% | -56.2% | +50.7% | +24.0% |
| YTD | -12.8% | -26.4% | +13.6% | -13.6% |
| 1Y | +26.8% | -42.2% | +69.0% | +36.3% |
| 3Y | +1,007.0% | -76.8% | +1,083.8% | +905.5% |
| All | +25.7% | -96.4% | +122.0% | +400.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling