+284.2%
NEE vs COR
+486.2%
-202.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -2.1% | +7.8% | -9.9% | -3.9% |
| 30D | +8.6% | +7.0% | +1.6% | +6.8% |
| 3M | -0.3% | +16.3% | -16.5% | -4.0% |
| 6M | -8.9% | +41.3% | -50.2% | -16.7% |
| YTD | +8.3% | +7.1% | +1.2% | +5.3% |
| 1Y | +4.3% | -0.8% | +5.1% | +3.3% |
| 3Y | +70.7% | +85.0% | -14.2% | +41.5% |
| 5Y | +12.8% | +203.9% | -191.1% | -19.1% |
| All | +284.2% | +486.2% | -202.0% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling