+71.0%
NEE vs COP
+28.5%
+42.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +2.3% | -6.1% | +8.4% | +3.0% |
| 30D | +11.5% | +1.1% | +10.4% | +11.1% |
| 3M | +2.6% | +10.9% | -8.3% | +0.9% |
| 6M | -6.0% | +20.8% | -26.7% | -8.8% |
| YTD | +9.8% | +48.0% | -38.2% | +2.4% |
| 1Y | +4.7% | +58.5% | -53.8% | -3.6% |
| 3Y | +71.0% | +28.1% | +42.9% | +56.2% |
| All | +71.0% | +28.5% | +42.5% | +56.2% |
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 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