+7,238.0%
NEE vs CAG
+604.9%
+6,633.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +1.9% | -3.8% | +5.7% | +2.8% |
| 30D | -2.2% | +3.1% | -5.3% | -2.9% |
| 3M | -1.2% | +23.5% | -24.7% | -6.2% |
| 6M | -8.6% | -14.8% | +6.3% | -5.7% |
| YTD | +6.2% | -5.4% | +11.6% | +6.7% |
| 1Y | +21.1% | -11.8% | +32.9% | +23.5% |
| 3Y | +36.4% | -36.7% | +73.0% | +49.2% |
| 5Y | +11.4% | -40.3% | +51.6% | +22.8% |
| 10Y | +250.0% | -37.0% | +287.0% | +268.8% |
| All | +7,238.0% | +604.9% | +6,633.1% | +4,445.5% |
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