-5.1%
COF vs PLUG
-44.1%
+39.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.4% |
| 7D | +0.7% | +2.8% | -2.1% | +0.5% |
| 30D | +5.7% | -22.8% | +28.5% | +7.8% |
| 3M | -6.7% | -32.4% | +25.7% | -4.0% |
| 6M | +9.5% | -53.4% | +62.8% | +15.3% |
| YTD | -13.9% | -25.9% | +12.0% | -16.4% |
| 1Y | -5.1% | -42.1% | +37.0% | -4.6% |
| All | -5.1% | -44.1% | +39.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling