+5,041.8%
NEE vs COR
+17,545.2%
-12,503.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | +1.9% | +2.8% | -0.8% | +1.5% |
| 30D | -2.2% | +4.5% | -6.7% | -2.9% |
| 3M | -1.2% | +22.7% | -23.8% | -4.4% |
| 6M | -8.6% | -9.7% | +1.2% | -7.5% |
| YTD | +6.2% | -1.4% | +7.6% | +5.7% |
| 1Y | +21.1% | +13.9% | +7.2% | +17.7% |
| 3Y | +36.4% | +94.0% | -57.6% | +21.4% |
| 5Y | +11.4% | +184.0% | -172.7% | -6.8% |
| 10Y | +250.0% | +406.8% | -156.8% | +163.3% |
| All | +5,041.8% | +17,545.2% | -12,503.4% | +2,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling