+139.2%
CELH vs PLUG
-96.6%
+235.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.2% | +5.7% | -2.8% |
| 7D | +6.2% | -8.5% | +14.7% | +6.9% |
| 30D | +14.2% | -20.8% | +35.0% | +16.1% |
| 3M | +15.5% | -46.1% | +61.5% | +20.8% |
| 6M | +7.7% | -65.3% | +73.0% | +16.0% |
| YTD | -30.3% | -37.3% | +7.0% | -29.2% |
| 1Y | -29.0% | -54.8% | +25.8% | -26.2% |
| 3Y | -44.5% | -65.0% | +20.5% | -45.9% |
| 5Y | +14.8% | -97.1% | +111.9% | +30.9% |
| 10Y | +4,391.5% | -16.0% | +4,407.5% | +4,391.8% |
| All | +139.2% | -96.6% | +235.7% | +237.8% |
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