+175.7%
COF vs PLUG
-25.0%
+200.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.2% | +1.9% |
| 7D | -3.4% | -23.4% | +20.1% | -0.8% |
| 30D | +0.4% | -23.4% | +23.8% | +2.9% |
| 3M | -12.5% | -51.7% | +39.2% | -6.1% |
| 6M | +8.3% | -72.0% | +80.3% | +22.2% |
| YTD | -18.6% | -43.7% | +25.1% | -16.1% |
| 1Y | -8.6% | -55.4% | +46.8% | -3.8% |
| 3Y | +94.7% | -68.0% | +162.7% | +87.2% |
| 5Y | +35.3% | -97.4% | +132.8% | +67.4% |
| All | +175.7% | -25.0% | +200.7% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling