+18,841.5%
COHR vs PLUG
-98.6%
+18,940.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +3.0% | +6.6% |
| 7D | +11.0% | +8.1% | +2.8% | +9.9% |
| 30D | -20.4% | +3.7% | -24.0% | -20.7% |
| 3M | -24.9% | -29.2% | +4.3% | -21.2% |
| 6M | +28.1% | +6.1% | +22.0% | +27.5% |
| YTD | +63.6% | +14.7% | +48.8% | +59.6% |
| 1Y | +205.9% | +56.9% | +149.0% | +181.3% |
| 3Y | +809.3% | -71.6% | +880.9% | +814.5% |
| 5Y | +397.1% | -91.0% | +488.1% | +451.7% |
| 10Y | +1,238.1% | +55.9% | +1,182.3% | +873.3% |
| All | +18,841.5% | -98.6% | +18,940.1% | +12,646.4% |
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