+172.0%
CVX vs NEE
+10.0%
+162.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | +10.7% | -1.7% | +12.3% | +10.9% |
| 3M | +15.5% | -1.8% | +17.3% | +15.8% |
| 6M | +14.9% | -8.8% | +23.7% | +16.4% |
| YTD | +44.2% | +5.2% | +39.0% | +42.5% |
| 1Y | +43.5% | +21.3% | +22.2% | +38.1% |
| 3Y | +45.0% | +35.2% | +9.8% | +35.4% |
| All | +172.0% | +10.0% | +162.0% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling