+7,386.6%
NEE vs CAG
+578.5%
+6,808.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.1% | -3.3% | +1.2% | -1.3% |
| 30D | +8.6% | +7.7% | +0.9% | +6.8% |
| 3M | -0.3% | -3.2% | +2.9% | +0.2% |
| 6M | -8.9% | +7.0% | -15.9% | -10.9% |
| YTD | +8.3% | -9.0% | +17.3% | +9.7% |
| 1Y | +4.3% | -9.6% | +13.9% | +5.7% |
| 3Y | +70.7% | -36.0% | +106.7% | +86.0% |
| 5Y | +12.8% | -40.9% | +53.7% | +24.6% |
| 10Y | +287.2% | -37.3% | +324.6% | +308.8% |
| All | +7,386.6% | +578.5% | +6,808.1% | +4,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling