+1,683.4%
COP vs PLUG
-99.1%
+1,782.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.5% | -0.6% |
| 7D | -9.7% | -4.9% | -4.8% | -9.5% |
| 30D | +4.7% | -27.4% | +32.1% | +6.7% |
| 3M | +18.5% | -35.7% | +54.3% | +21.5% |
| 6M | +11.4% | -59.3% | +70.7% | +16.9% |
| YTD | +47.9% | -31.5% | +79.4% | +48.7% |
| 1Y | +59.3% | -48.9% | +108.2% | +62.7% |
| 3Y | +23.6% | -79.6% | +103.2% | +23.6% |
| 5Y | +113.1% | -96.5% | +209.6% | +131.3% |
| 10Y | +329.1% | -4.9% | +334.0% | +244.7% |
| All | +1,683.4% | -99.1% | +1,782.5% | +1,188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling