+43.7%
PLUG vs CCEP
+257.1%
-213.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +4.0% |
| 7D | -0.9% | -3.1% | +2.1% | +0.2% |
| 30D | +3.3% | -2.6% | +5.9% | +4.2% |
| 3M | -39.7% | +14.9% | -54.7% | -43.6% |
| 6M | -12.5% | +2.3% | -14.8% | -14.3% |
| YTD | +10.2% | +17.8% | -7.7% | +0.3% |
| 1Y | +50.7% | +24.2% | +26.5% | +33.4% |
| 3Y | -74.5% | +84.7% | -159.2% | -81.5% |
| 5Y | -91.8% | +103.2% | -195.0% | -94.4% |
| All | +43.7% | +257.1% | -213.4% | -5.9% |
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