+11.5%
NEE vs CAG
-41.0%
+52.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -2.1% | -3.3% | +1.2% | -1.1% |
| 30D | +8.6% | +7.7% | +0.9% | +6.2% |
| 3M | -0.3% | -3.2% | +2.9% | +0.3% |
| 6M | -8.9% | +7.0% | -15.9% | -11.6% |
| YTD | +8.3% | -9.0% | +17.3% | +10.3% |
| 1Y | +4.3% | -9.6% | +13.9% | +6.3% |
| 3Y | +70.7% | -36.0% | +106.7% | +94.2% |
| All | +11.5% | -41.0% | +52.5% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling