-9.3%
CELH vs PLUG
-91.5%
+82.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -5.9% |
| 7D | -11.7% | +3.8% | -15.5% | -12.2% |
| 30D | +1.6% | +2.8% | -1.3% | +0.9% |
| 3M | -2.0% | -25.4% | +23.5% | +2.1% |
| 6M | -36.2% | -0.5% | -35.7% | -37.7% |
| YTD | -39.6% | +10.2% | -49.7% | -43.1% |
| 1Y | -50.7% | +53.9% | -104.6% | -58.5% |
| 3Y | -58.9% | -72.7% | +13.9% | -57.4% |
| All | -9.3% | -91.5% | +82.2% | +46.4% |
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