+13.0%
CVNA vs PLUG
-91.8%
+104.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.5% |
| 7D | +0.7% | -0.9% | +1.7% | +1.1% |
| 30D | +7.4% | +3.3% | +4.0% | +5.7% |
| 3M | +12.7% | -39.7% | +52.4% | +34.3% |
| 6M | +17.9% | -12.5% | +30.4% | +15.9% |
| YTD | -11.6% | +10.2% | -21.8% | -24.4% |
| 1Y | +0.8% | +50.7% | -49.9% | -34.2% |
| 3Y | +633.4% | -74.5% | +707.9% | +642.3% |
| All | +13.0% | -91.8% | +104.8% | +221.0% |
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