-91.9%
PLUG vs CCEP
+105.1%
-197.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.8% |
| 6M | -12.5% | +2.3% | -14.8% | -14.1% |
| YTD | +10.2% | +17.8% | -7.7% | -1.1% |
| 1Y | +50.7% | +24.2% | +26.5% | +30.4% |
| 3Y | -74.5% | +84.7% | -159.2% | -83.7% |
| All | -91.9% | +105.1% | -197.0% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling