-56.0%
CELH vs PLUG
-72.4%
+16.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -3.9% |
| 7D | -3.8% | +8.1% | -11.9% | -4.3% |
| 30D | +6.4% | +3.7% | +2.8% | +6.1% |
| 3M | +5.6% | -29.2% | +34.7% | +7.7% |
| 6M | -31.1% | +6.1% | -37.2% | -32.2% |
| YTD | -35.4% | +14.7% | -50.1% | -37.1% |
| 1Y | -46.9% | +56.9% | -103.8% | -50.6% |
| 3Y | -56.0% | -71.6% | +15.6% | -53.0% |
| All | -56.0% | -72.4% | +16.4% | -53.0% |
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 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