+15.8%
NEE vs COP
+116.0%
-100.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 3M | +2.6% | +10.9% | -8.3% | +1.1% |
| 6M | -6.0% | +20.8% | -26.7% | -8.6% |
| YTD | +9.8% | +48.0% | -38.2% | +3.5% |
| 1Y | +4.7% | +58.5% | -53.8% | -2.3% |
| 3Y | +71.0% | +28.1% | +42.9% | +61.9% |
| 5Y | +15.8% | +120.5% | -104.6% | +9.2% |
| All | +15.8% | +116.0% | -100.2% | +9.2% |
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 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