+58.5%
COP vs PLUG
-53.4%
+111.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.0% | +9.8% | +0.7% |
| 7D | -6.1% | -3.2% | -2.9% | -6.1% |
| 30D | +1.1% | -18.7% | +19.9% | +1.0% |
| 3M | +10.9% | -35.3% | +46.3% | +10.8% |
| 6M | +20.8% | -56.2% | +77.0% | +20.7% |
| YTD | +48.0% | -30.7% | +78.7% | +46.7% |
| 1Y | +58.5% | -46.7% | +105.2% | +56.3% |
| All | +58.5% | -53.4% | +111.9% | +56.3% |
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 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