+195.0%
COHR vs PLUG
+46.9%
+148.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +8.3% | -3.2% | +11.6% | +9.3% |
| 30D | -14.1% | -8.3% | -5.8% | -12.2% |
| 3M | -16.0% | -25.8% | +9.8% | -10.4% |
| 6M | +21.5% | -5.8% | +27.3% | +27.4% |
| YTD | +65.4% | +6.6% | +58.9% | +70.6% |
| 1Y | +195.0% | +39.1% | +155.9% | +191.6% |
| All | +195.0% | +46.9% | +148.2% | +191.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling