+56.6%
NEE vs CORZ
+223.2%
-166.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -3.3% | -14.0% | +10.7% | -3.2% |
| 3M | -2.3% | -34.1% | +31.8% | -1.8% |
| 6M | -8.9% | +8.5% | -17.3% | -9.3% |
| YTD | +4.8% | +23.2% | -18.4% | +4.1% |
| 1Y | +18.7% | +15.4% | +3.4% | +17.9% |
| All | +56.6% | +223.2% | -166.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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