+33.8%
NEE vs CAG
-37.6%
+71.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.5% | -6.6% | +6.1% | +1.3% |
| 30D | -1.7% | +2.3% | -4.0% | -2.5% |
| 3M | -1.8% | +16.3% | -18.1% | -6.6% |
| 6M | -8.8% | -16.0% | +7.2% | -3.9% |
| YTD | +5.2% | -7.7% | +12.9% | +7.0% |
| 1Y | +21.3% | -16.0% | +37.4% | +27.4% |
| All | +33.8% | -37.6% | +71.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling