+13.9%
COR vs PLUG
+45.6%
-31.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.7% |
| 7D | +2.8% | -0.9% | +3.7% | +2.7% |
| 30D | +4.5% | +3.3% | +1.2% | +4.8% |
| 3M | +22.7% | -39.7% | +62.4% | +20.8% |
| 6M | -9.7% | -12.5% | +2.8% | -10.0% |
| YTD | -1.4% | +10.2% | -11.6% | -0.6% |
| 1Y | +13.9% | +50.7% | -36.8% | +18.3% |
| All | +13.9% | +45.6% | -31.7% | +18.3% |
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