+126.8%
COP vs PLUG
-96.6%
+223.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +0.7% | -6.8% | +7.5% | +0.9% |
| 30D | +0.2% | -16.0% | +16.3% | +0.7% |
| 3M | +10.2% | -38.7% | +49.0% | +11.9% |
| 6M | +20.1% | -61.4% | +81.5% | +23.6% |
| YTD | +50.5% | -31.0% | +81.5% | +50.6% |
| 1Y | +56.8% | -46.2% | +103.0% | +58.1% |
| 3Y | +30.3% | -61.5% | +91.7% | +26.6% |
| 5Y | +126.8% | -96.9% | +223.7% | +154.4% |
| All | +126.8% | -96.6% | +223.4% | +154.4% |
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