+17.0%
NEE vs COO
-40.8%
+57.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | +2.2% | +4.3% | -2.1% | +1.0% |
| 30D | +12.3% | +17.6% | -5.3% | +7.7% |
| 3M | +3.4% | -13.9% | +17.3% | +7.0% |
| 6M | -5.3% | +6.6% | -11.9% | -7.9% |
| YTD | +10.6% | -22.0% | +32.6% | +17.1% |
| 1Y | +6.5% | -8.8% | +15.3% | +7.4% |
| 3Y | +73.5% | -21.5% | +95.0% | +76.3% |
| 5Y | +17.0% | -41.0% | +58.0% | +22.9% |
| All | +17.0% | -40.8% | +57.7% | +22.9% |
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