-76.8%
PLUG vs CCEP
+109.7%
-186.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.3% |
| 7D | +5.8% | +2.6% | +3.3% | +6.2% |
| 30D | -18.5% | +15.1% | -33.7% | -17.3% |
| 3M | -30.0% | +7.3% | -37.2% | -29.2% |
| 6M | -56.2% | +23.4% | -79.6% | -55.4% |
| YTD | -26.4% | +29.4% | -55.8% | -27.1% |
| 1Y | -42.2% | +34.2% | -76.5% | -43.3% |
| 3Y | -76.8% | +108.4% | -185.2% | -82.0% |
| All | -76.8% | +109.7% | -186.6% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling