+5,713.4%
NEE vs COF
+5,709.6%
+3.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.8% |
| 7D | +1.1% | +1.2% | -0.2% | +0.9% |
| 30D | -0.2% | -1.4% | +1.2% | -0.1% |
| 3M | +0.5% | +19.0% | -18.5% | -1.7% |
| 6M | -6.5% | +14.9% | -21.4% | -8.3% |
| YTD | +6.7% | -10.7% | +17.4% | +7.5% |
| 1Y | +23.6% | -1.3% | +24.9% | +23.0% |
| 3Y | +37.1% | +124.3% | -87.2% | +21.7% |
| 5Y | +10.9% | +51.1% | -40.2% | +1.8% |
| 10Y | +245.4% | +252.4% | -7.0% | +175.4% |
| All | +5,713.4% | +5,709.6% | +3.8% | +3,518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling