+253.2%
NEE vs COP
+334.3%
-81.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | -1.7% | +11.7% | -13.4% | -3.1% |
| 3M | -1.8% | +17.7% | -19.5% | -4.1% |
| 6M | -8.8% | +18.3% | -27.1% | -11.2% |
| YTD | +5.2% | +49.1% | -43.9% | -0.8% |
| 1Y | +21.3% | +53.3% | -32.0% | +13.9% |
| 3Y | +35.2% | +22.2% | +13.0% | +29.4% |
| 5Y | +10.1% | +193.3% | -183.2% | -7.6% |
| 10Y | +253.2% | +340.2% | -87.0% | +167.2% |
| All | +253.2% | +334.3% | -81.1% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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