+1,298.9%
COHR vs PLUG
+53.3%
+1,245.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.2% |
| 7D | +8.3% | -3.2% | +11.6% | +9.0% |
| 30D | -14.1% | -8.3% | -5.8% | -12.8% |
| 3M | -16.0% | -25.8% | +9.8% | -11.1% |
| 6M | +21.5% | -5.8% | +27.3% | +23.3% |
| YTD | +65.4% | +6.6% | +58.9% | +62.1% |
| 1Y | +195.0% | +39.1% | +155.9% | +167.7% |
| 3Y | +830.2% | -73.7% | +903.9% | +851.2% |
| 5Y | +397.1% | -91.3% | +488.4% | +481.7% |
| All | +1,298.9% | +53.3% | +1,245.6% | +1,062.3% |
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 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