+11.4%
NEE vs COR
+5.5%
+5.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.5% |
| 7D | +9.2% | +9.1% | 0.0% | +8.3% |
| 30D | +16.0% | +12.4% | +3.5% | +14.7% |
| 3M | +2.2% | +15.8% | -13.6% | +0.8% |
| 6M | -6.0% | +17.1% | -23.1% | -7.5% |
| YTD | +12.6% | +5.4% | +7.1% | +10.9% |
| 1Y | +11.4% | +3.5% | +7.9% | +10.0% |
| All | +11.4% | +5.5% | +5.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling