+3,259.9%
CVNA vs PLUG
-6.9%
+3,266.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.6% |
| 7D | +0.7% | -0.9% | +1.7% | +1.1% |
| 30D | +7.4% | +3.3% | +4.0% | +5.8% |
| 3M | +12.7% | -39.7% | +52.4% | +32.8% |
| 6M | +17.9% | -12.5% | +30.4% | +16.4% |
| YTD | -11.6% | +10.2% | -21.8% | -23.0% |
| 1Y | +0.8% | +50.7% | -49.9% | -30.1% |
| 3Y | +633.4% | -74.5% | +707.9% | +598.4% |
| 5Y | +13.5% | -91.8% | +105.3% | +99.1% |
| All | +3,259.9% | -6.9% | +3,266.8% | +1,779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling