+219.2%
CVX vs NEE
+251.4%
-32.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | -1.3% | +4.0% | +3.0% |
| 30D | +9.8% | -3.3% | +13.2% | +11.0% |
| 3M | +16.2% | -2.3% | +18.5% | +16.9% |
| 6M | +13.6% | -8.9% | +22.5% | +16.4% |
| YTD | +44.4% | +4.8% | +39.6% | +41.3% |
| 1Y | +40.6% | +18.7% | +21.9% | +31.8% |
| 3Y | +48.2% | +33.2% | +14.9% | +29.5% |
| 5Y | +172.3% | +10.9% | +161.4% | +149.5% |
| All | +219.2% | +251.4% | -32.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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