+416.7%
COF vs PLUG
-99.1%
+515.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -0.5% |
| 7D | -6.2% | -2.8% | -3.3% | -6.0% |
| 30D | -1.7% | -18.5% | +16.7% | +0.2% |
| 3M | -10.2% | -35.1% | +24.8% | -6.4% |
| 6M | +4.2% | -56.1% | +60.3% | +12.2% |
| YTD | -18.2% | -30.5% | +12.2% | -17.4% |
| 1Y | -9.7% | -46.5% | +36.7% | -6.5% |
| 3Y | +95.0% | -61.2% | +156.2% | +84.7% |
| 5Y | +36.8% | -96.6% | +133.4% | +60.5% |
| 10Y | +192.6% | +1.5% | +191.1% | +102.8% |
| All | +416.7% | -99.1% | +515.8% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling