+39.5%
COF vs PLUG
-96.4%
+135.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.1% | -2.0% |
| 7D | -5.8% | +14.5% | -20.3% | -7.2% |
| 30D | -0.3% | -10.7% | +10.4% | +0.6% |
| 3M | -8.5% | -31.2% | +22.7% | -5.4% |
| 6M | +5.6% | -51.9% | +57.5% | +12.2% |
| YTD | -17.1% | -23.9% | +6.8% | -17.2% |
| 1Y | -7.4% | -43.4% | +36.0% | -5.0% |
| 3Y | +99.1% | -74.7% | +173.8% | +99.5% |
| 5Y | +39.5% | -96.3% | +135.8% | +83.5% |
| All | +39.5% | -96.4% | +135.9% | +83.5% |
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