+113.0%
COP vs PLUG
-96.4%
+209.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.4% |
| 7D | -11.5% | +5.8% | -17.4% | -11.7% |
| 30D | +5.0% | -18.5% | +23.5% | +5.6% |
| 3M | +17.5% | -30.0% | +47.4% | +18.7% |
| 6M | +16.2% | -56.2% | +72.4% | +19.1% |
| YTD | +48.8% | -26.4% | +75.2% | +48.6% |
| 1Y | +64.1% | -42.2% | +106.3% | +65.1% |
| 3Y | +25.7% | -76.8% | +102.5% | +25.7% |
| All | +113.0% | -96.4% | +209.4% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling