+146.0%
CELH vs PLUG
-96.2%
+242.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.5% |
| 7D | +9.4% | -3.2% | +12.6% | +9.7% |
| 30D | +14.8% | -18.7% | +33.5% | +16.5% |
| 3M | +20.5% | -35.3% | +55.9% | +24.3% |
| 6M | +1.6% | -56.2% | +57.8% | +7.4% |
| YTD | -28.3% | -30.7% | +2.4% | -27.7% |
| 1Y | -26.4% | -46.7% | +20.3% | -24.5% |
| 3Y | -43.0% | -61.3% | +18.4% | -44.7% |
| 5Y | +4.8% | -96.6% | +101.4% | +18.2% |
| 10Y | +4,820.0% | +1.1% | +4,818.9% | +4,776.2% |
| All | +146.0% | -96.2% | +242.2% | +244.8% |
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