+130.0%
CELH vs PLUG
-94.0%
+223.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.2% |
| 7D | -7.0% | -0.9% | -6.1% | -7.0% |
| 30D | +5.2% | +3.3% | +1.8% | +4.9% |
| 3M | +10.5% | -39.7% | +50.2% | +14.5% |
| 6M | -32.7% | -12.5% | -20.2% | -32.7% |
| YTD | -33.0% | +10.2% | -43.1% | -34.7% |
| 1Y | -49.5% | +50.7% | -100.2% | -52.9% |
| 3Y | -52.6% | -74.5% | +21.9% | -53.0% |
| 5Y | +5.2% | -91.8% | +97.0% | +12.0% |
| 10Y | +4,178.1% | +43.7% | +4,134.4% | +4,003.8% |
| All | +130.0% | -94.0% | +223.9% | +211.5% |
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