+19.4%
NEE vs CAI
-11.0%
+30.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | -5.1% | +3.1% | -1.9% |
| 30D | -3.1% | +3.9% | -7.0% | -3.1% |
| 3M | -2.4% | +40.1% | -42.5% | -2.3% |
| 6M | -8.6% | +29.7% | -38.3% | -8.6% |
| YTD | +4.9% | -10.9% | +15.8% | +5.5% |
| 1Y | +19.4% | -28.0% | +47.4% | +20.6% |
| All | +19.4% | -11.0% | +30.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling