+10.1%
NEE vs COO
-44.2%
+54.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | +0.3% |
| 7D | -0.5% | -9.0% | +8.4% | +2.0% |
| 30D | -1.7% | -16.8% | +15.1% | +3.2% |
| 3M | -1.8% | -7.5% | +5.7% | -0.1% |
| 6M | -8.8% | -16.3% | +7.4% | -4.8% |
| YTD | +5.2% | -22.5% | +27.7% | +12.2% |
| 1Y | +21.3% | -7.0% | +28.3% | +22.0% |
| 3Y | +35.2% | -27.5% | +62.7% | +42.3% |
| 5Y | +10.1% | -43.3% | +53.5% | +17.6% |
| All | +10.1% | -44.2% | +54.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling