+13,722.1%
COR vs PLUG
-98.6%
+13,820.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.0% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.5% | +3.3% | +1.2% | +4.3% |
| 3M | +22.7% | -39.7% | +62.4% | +24.7% |
| 6M | -9.7% | -12.5% | +2.8% | -9.9% |
| YTD | -1.4% | +10.2% | -11.6% | -2.8% |
| 1Y | +13.9% | +50.7% | -36.8% | +9.8% |
| 3Y | +94.0% | -74.5% | +168.5% | +92.2% |
| 5Y | +184.0% | -91.8% | +275.8% | +188.1% |
| 10Y | +406.8% | +43.7% | +363.0% | +316.4% |
| All | +13,722.1% | -98.6% | +13,820.7% | +8,983.5% |
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