+10.9%
NEE vs COP
+186.3%
-175.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -0.2% | +15.6% | -15.8% | -2.0% |
| 3M | +0.5% | +14.3% | -13.8% | -1.2% |
| 6M | -6.5% | +17.0% | -23.5% | -8.6% |
| YTD | +6.7% | +47.4% | -40.7% | +1.1% |
| 1Y | +23.6% | +52.4% | -28.8% | +16.4% |
| 3Y | +37.1% | +20.8% | +16.3% | +31.1% |
| 5Y | +10.9% | +191.7% | -180.8% | +4.7% |
| All | +10.9% | +186.3% | -175.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling