-50.7%
CELH vs PLUG
+50.7%
-101.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -6.4% |
| 7D | -11.7% | +3.8% | -15.5% | -11.8% |
| 30D | +1.6% | +2.8% | -1.3% | +1.4% |
| 3M | -2.0% | -25.4% | +23.5% | -1.6% |
| 6M | -36.2% | -0.5% | -35.7% | -36.5% |
| YTD | -39.6% | +10.2% | -49.7% | -39.9% |
| 1Y | -50.7% | +53.9% | -104.6% | -46.2% |
| All | -50.7% | +50.7% | -101.4% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling