+7,238.0%
NEE vs COP
+4,537.2%
+2,700.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | +1.9% | +3.0% | -1.1% | +1.3% |
| 30D | -2.2% | +17.5% | -19.6% | -5.3% |
| 3M | -1.2% | +13.4% | -14.5% | -3.8% |
| 6M | -8.6% | +17.7% | -26.3% | -11.9% |
| YTD | +6.2% | +46.6% | -40.4% | -2.2% |
| 1Y | +21.1% | +44.6% | -23.5% | +11.6% |
| 3Y | +36.4% | +20.7% | +15.7% | +28.4% |
| 5Y | +11.4% | +185.0% | -173.7% | -14.4% |
| 10Y | +250.0% | +347.0% | -97.0% | +120.1% |
| All | +7,238.0% | +4,537.2% | +2,700.8% | +3,053.7% |
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