+7,386.6%
NEE vs COP
+4,814.2%
+2,572.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -2.1% | +4.4% | -6.5% | -2.9% |
| 30D | +8.6% | 0.0% | +8.7% | +8.4% |
| 3M | -0.3% | +15.0% | -15.3% | -3.3% |
| 6M | -8.9% | +22.0% | -30.9% | -12.9% |
| YTD | +8.3% | +55.3% | -47.0% | -1.6% |
| 1Y | +4.3% | +64.1% | -59.9% | -6.5% |
| 3Y | +70.7% | +34.1% | +36.7% | +57.3% |
| 5Y | +12.8% | +133.4% | -120.6% | -9.6% |
| 10Y | +287.2% | +338.6% | -51.4% | +145.4% |
| All | +7,386.6% | +4,814.2% | +2,572.4% | +3,072.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling