+11.0%
NEE vs CAH
+392.8%
-381.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -1.9% | -5.1% | +3.1% | -1.2% |
| 30D | -3.1% | -1.8% | -1.4% | -2.9% |
| 3M | -2.4% | +9.4% | -11.8% | -3.7% |
| 6M | -8.6% | +9.2% | -17.8% | -9.9% |
| YTD | +4.9% | +15.7% | -10.7% | +2.4% |
| 1Y | +19.4% | +59.7% | -40.4% | +10.5% |
| 3Y | +34.9% | +178.5% | -143.6% | +10.5% |
| 5Y | +11.0% | +398.3% | -387.2% | -24.4% |
| All | +11.0% | +392.8% | -381.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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