+64.1%
COP vs PLUG
-58.9%
+123.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.5% | +12.1% | +1.5% |
| 7D | +4.4% | -23.4% | +27.9% | +4.1% |
| 30D | 0.0% | -23.4% | +23.4% | -0.3% |
| 3M | +15.0% | -51.7% | +66.8% | +14.9% |
| 6M | +22.0% | -72.0% | +94.0% | +23.0% |
| YTD | +55.3% | -43.7% | +99.0% | +53.0% |
| 1Y | +64.1% | -55.4% | +119.6% | +62.0% |
| All | +64.1% | -58.9% | +123.0% | +62.0% |
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