+310.1%
COP vs PLUG
+9.6%
+300.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.7% | +9.5% | +1.4% |
| 7D | -6.1% | -2.8% | -3.3% | -6.0% |
| 30D | +1.1% | -18.5% | +19.6% | +2.3% |
| 3M | +10.9% | -35.1% | +46.0% | +13.9% |
| 6M | +20.8% | -56.1% | +76.8% | +26.6% |
| YTD | +48.0% | -30.5% | +78.5% | +48.5% |
| 1Y | +58.5% | -46.5% | +105.0% | +61.5% |
| 3Y | +28.1% | -61.2% | +89.3% | +22.1% |
| 5Y | +120.5% | -96.6% | +217.0% | +151.7% |
| 10Y | +310.1% | +1.5% | +308.7% | +195.9% |
| All | +310.1% | +9.6% | +300.5% | +195.9% |
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