+245.4%
NEE vs CB
+214.7%
+30.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -0.2% | -3.9% | +3.7% | +1.3% |
| 3M | +0.5% | +4.9% | -4.4% | -1.7% |
| 6M | -6.5% | +3.3% | -9.8% | -8.1% |
| YTD | +6.7% | +8.5% | -1.8% | +2.6% |
| 1Y | +23.6% | +22.1% | +1.5% | +13.0% |
| 3Y | +37.1% | +70.1% | -33.0% | +9.1% |
| 5Y | +10.9% | +97.4% | -86.5% | -18.1% |
| 10Y | +245.4% | +216.8% | +28.5% | +94.7% |
| All | +245.4% | +214.7% | +30.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling