+244.8%
NEE vs COF
+248.6%
-3.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -1.3% | -5.1% | +3.8% | -0.6% |
| 30D | -3.3% | -6.0% | +2.7% | -2.5% |
| 3M | -2.3% | +14.8% | -17.1% | -4.5% |
| 6M | -8.9% | +15.3% | -24.2% | -11.2% |
| YTD | +4.8% | -13.0% | +17.8% | +6.4% |
| 1Y | +18.7% | -5.7% | +24.4% | +18.8% |
| 3Y | +33.2% | +118.1% | -84.9% | +12.4% |
| 5Y | +10.9% | +46.2% | -35.4% | -1.8% |
| All | +244.8% | +248.6% | -3.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling