+250.3%
COF vs PLUG
+48.6%
+201.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.5% | -1.0% |
| 7D | -2.7% | +3.8% | -6.5% | -3.1% |
| 30D | -3.4% | +2.8% | -6.2% | -3.8% |
| 3M | +15.4% | -25.4% | +40.8% | +18.5% |
| 6M | +14.4% | -0.5% | +14.9% | +12.5% |
| YTD | -12.0% | +10.2% | -22.1% | -15.1% |
| 1Y | -3.7% | +53.9% | -57.7% | -12.5% |
| 3Y | +121.1% | -72.7% | +193.8% | +118.0% |
| 5Y | +47.8% | -91.4% | +139.2% | +60.4% |
| 10Y | +250.3% | +58.4% | +191.9% | +163.4% |
| All | +250.3% | +48.6% | +201.7% | +163.4% |
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