+793.0%
COHR vs PLUG
-73.7%
+866.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.9% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | -10.8% | -5.0% | -5.8% | -10.0% |
| 3M | -17.4% | -26.2% | +8.9% | -13.1% |
| 6M | +12.5% | -0.5% | +13.0% | +13.9% |
| YTD | +58.8% | +7.1% | +51.7% | +57.8% |
| 1Y | +183.3% | +46.5% | +136.8% | +164.0% |
| All | +793.0% | -73.7% | +866.7% | +868.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling