-17.9%
PLUG vs CCEP
+336.4%
-354.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.5% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | -20.5% | +11.0% | -31.5% | -24.1% |
| 3M | -45.9% | +9.2% | -55.1% | -48.1% |
| 6M | -65.2% | +27.2% | -92.4% | -69.0% |
| YTD | -37.1% | +30.3% | -67.4% | -45.4% |
| 1Y | -54.6% | +28.7% | -83.3% | -60.4% |
| 3Y | -64.9% | +109.4% | -174.3% | -76.3% |
| 5Y | -97.1% | +144.1% | -241.2% | -98.2% |
| All | -17.9% | +336.4% | -354.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling