+60.7%
COP vs PLUG
-44.1%
+104.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.7% | -5.1% |
| 7D | -8.1% | +2.8% | -10.9% | -8.1% |
| 30D | +6.7% | -22.8% | +29.4% | +6.7% |
| 3M | +16.9% | -32.4% | +49.3% | +16.9% |
| 6M | +11.2% | -53.4% | +64.5% | +11.4% |
| YTD | +49.5% | -25.9% | +75.4% | +48.0% |
| 1Y | +60.7% | -42.1% | +102.7% | +58.8% |
| All | +60.7% | -44.1% | +104.7% | +58.8% |
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