+7,139.5%
NEE vs CAH
+14,302.1%
-7,162.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -1.3% | -5.1% | +3.8% | -0.5% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -2.3% | +6.3% | -8.5% | -3.3% |
| 6M | -8.9% | +9.4% | -18.3% | -10.4% |
| YTD | +4.8% | +15.0% | -10.2% | +1.9% |
| 1Y | +18.7% | +55.4% | -36.7% | +9.5% |
| 3Y | +33.2% | +173.8% | -140.6% | +10.8% |
| 5Y | +10.9% | +395.2% | -384.3% | -17.1% |
| 10Y | +251.8% | +293.2% | -41.4% | +162.3% |
| All | +7,139.5% | +14,302.1% | -7,162.7% | +3,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling