+15.1%
PLUG vs CCEP
+301.0%
-285.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.8% |
| 7D | +5.8% | +2.6% | +3.3% | +4.6% |
| 30D | -18.5% | +15.1% | -33.7% | -23.2% |
| 3M | -30.0% | +7.3% | -37.2% | -32.3% |
| 6M | -56.2% | +23.4% | -79.6% | -60.4% |
| YTD | -26.4% | +29.4% | -55.8% | -35.7% |
| 1Y | -42.2% | +34.2% | -76.5% | -50.4% |
| 3Y | -76.8% | +108.4% | -185.2% | -84.2% |
| 5Y | -96.2% | +147.3% | -243.5% | -97.6% |
| All | +15.1% | +301.0% | -285.9% | -27.1% |
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