-74.6%
PLUG vs CCEP
+85.5%
-160.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +2.9% |
| 7D | -0.9% | -3.1% | +2.1% | -0.9% |
| 30D | +3.3% | -2.6% | +5.9% | +3.4% |
| 3M | -39.7% | +14.9% | -54.7% | -40.6% |
| 6M | -12.5% | +2.3% | -14.8% | -12.0% |
| YTD | +10.2% | +17.8% | -7.7% | +5.1% |
| 1Y | +50.7% | +24.2% | +26.5% | +40.0% |
| All | -74.6% | +85.5% | -160.1% | -84.7% |
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