+206.1%
COR vs PLUG
-97.5%
+303.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.5% | +13.4% | +2.8% |
| 7D | +7.8% | -23.4% | +31.3% | +7.4% |
| 30D | +7.0% | -23.4% | +30.5% | +6.6% |
| 3M | +16.3% | -51.7% | +68.0% | +15.0% |
| 6M | +41.3% | -72.0% | +113.3% | +39.1% |
| YTD | +7.1% | -43.7% | +50.8% | +6.4% |
| 1Y | -0.8% | -55.4% | +54.6% | -1.7% |
| 3Y | +85.0% | -68.0% | +153.0% | +84.8% |
| All | +206.1% | -97.5% | +303.6% | +211.7% |
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 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