+33.8%
NEE vs COP
+21.4%
+12.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | -1.8% | +17.7% | -19.5% | -4.2% |
| 6M | -8.8% | +18.3% | -27.1% | -11.4% |
| YTD | +5.2% | +49.1% | -43.9% | -1.8% |
| 1Y | +21.3% | +53.3% | -32.0% | +12.5% |
| All | +33.8% | +21.4% | +12.4% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling