+102.4%
COF vs PLUG
-76.3%
+178.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.3% |
| 7D | -1.5% | +5.8% | -7.3% | -1.8% |
| 30D | +3.0% | -18.5% | +21.6% | +4.0% |
| 3M | -7.9% | -30.0% | +22.0% | -6.5% |
| 6M | +5.2% | -56.2% | +61.4% | +8.9% |
| YTD | -15.7% | -26.4% | +10.7% | -15.6% |
| 1Y | -5.5% | -42.2% | +36.8% | -4.4% |
| All | +102.4% | -76.3% | +178.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling