+1,694.1%
COP vs PLUG
-99.1%
+1,793.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.1% |
| 7D | -11.5% | +5.8% | -17.4% | -11.9% |
| 30D | +5.0% | -18.5% | +23.5% | +6.1% |
| 3M | +17.5% | -30.0% | +47.4% | +19.7% |
| 6M | +16.2% | -56.2% | +72.4% | +21.4% |
| YTD | +48.8% | -26.4% | +75.2% | +48.9% |
| 1Y | +64.1% | -42.2% | +106.3% | +66.3% |
| 3Y | +25.7% | -76.8% | +102.5% | +24.7% |
| 5Y | +114.4% | -96.2% | +210.6% | +131.6% |
| 10Y | +331.7% | +2.1% | +329.6% | +245.1% |
| All | +1,694.1% | -99.1% | +1,793.1% | +1,190.7% |
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