+245.4%
NEE vs CAG
-35.7%
+281.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.4% |
| 7D | -1.9% | -5.9% | +4.0% | -0.4% |
| 30D | -3.1% | -1.5% | -1.6% | -2.9% |
| 3M | -2.4% | +11.5% | -13.9% | -5.6% |
| 6M | -8.6% | -15.7% | +7.1% | -5.1% |
| YTD | +4.9% | -10.2% | +15.1% | +7.0% |
| 1Y | +19.4% | -18.1% | +37.4% | +24.4% |
| 3Y | +34.9% | -39.4% | +74.2% | +51.3% |
| 5Y | +11.0% | -42.6% | +53.6% | +25.6% |
| All | +245.4% | -35.7% | +281.1% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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