+51.1%
COF vs PLUG
-91.6%
+142.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.0% |
| 7D | +1.2% | +8.1% | -6.9% | +0.4% |
| 30D | -1.4% | +3.7% | -5.1% | -1.9% |
| 3M | +19.0% | -29.2% | +48.2% | +22.6% |
| 6M | +14.9% | +6.1% | +8.8% | +12.3% |
| YTD | -10.7% | +14.7% | -25.4% | -14.1% |
| 1Y | -1.3% | +56.9% | -58.2% | -10.1% |
| 3Y | +124.3% | -71.6% | +195.9% | +128.3% |
| 5Y | +51.1% | -91.0% | +142.2% | +77.3% |
| All | +51.1% | -91.6% | +142.7% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling