-43.0%
CELH vs PLUG
-63.1%
+20.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.6% |
| 7D | +9.4% | -3.2% | +12.6% | +9.6% |
| 30D | +14.8% | -18.7% | +33.5% | +16.2% |
| 3M | +20.5% | -35.3% | +55.9% | +23.7% |
| 6M | +1.6% | -56.2% | +57.8% | +6.3% |
| YTD | -28.3% | -30.7% | +2.4% | -27.8% |
| 1Y | -26.4% | -46.7% | +20.3% | -24.8% |
| 3Y | -43.0% | -61.3% | +18.4% | -42.7% |
| All | -43.0% | -63.1% | +20.2% | -42.7% |
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