+37.7%
NEE vs COO
-22.0%
+59.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | +1.9% | -2.2% | +4.2% | +2.4% |
| 30D | -2.2% | -7.0% | +4.9% | -0.8% |
| 3M | -1.2% | +12.2% | -13.4% | -3.6% |
| 6M | -8.6% | -15.1% | +6.6% | -5.8% |
| YTD | +6.2% | -15.1% | +21.3% | +9.3% |
| 1Y | +21.1% | +2.3% | +18.8% | +19.4% |
| All | +37.7% | -22.0% | +59.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling