+962.2%
NEE vs COPX
+179.8%
+782.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +0.9% |
| 7D | -1.9% | -2.9% | +1.0% | -1.5% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | -2.4% | +14.8% | -17.2% | -5.1% |
| 6M | -8.6% | +7.0% | -15.6% | -10.7% |
| YTD | +4.9% | +23.8% | -18.9% | -0.5% |
| 1Y | +19.4% | +75.7% | -56.3% | +6.3% |
| 3Y | +34.9% | +156.4% | -121.5% | +10.8% |
| 5Y | +11.0% | +167.6% | -156.5% | -10.8% |
| 10Y | +252.3% | +569.1% | -316.8% | +125.9% |
| All | +962.2% | +179.8% | +782.5% | +646.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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