+13,831.1%
COR vs PLUG
-99.1%
+13,930.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -2.1% |
| 7D | +0.8% | +5.8% | -5.0% | +0.6% |
| 30D | +5.1% | -18.5% | +23.7% | +5.9% |
| 3M | +2.8% | -30.0% | +32.8% | +4.0% |
| 6M | +32.5% | -56.2% | +88.7% | +35.9% |
| YTD | -0.7% | -26.4% | +25.7% | -0.7% |
| 1Y | -6.7% | -42.2% | +35.5% | -6.0% |
| 3Y | +73.7% | -76.8% | +150.6% | +72.4% |
| 5Y | +177.9% | -96.2% | +274.1% | +191.6% |
| 10Y | +533.8% | +2.1% | +531.6% | +427.1% |
| All | +13,831.1% | -99.1% | +13,930.2% | +9,182.1% |
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