+18.7%
NEE vs CBOE
+20.5%
-1.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.2% |
| 7D | -1.3% | -5.8% | +4.5% | -1.3% |
| 30D | -3.3% | -3.1% | -0.2% | -3.3% |
| 3M | -2.3% | -4.8% | +2.5% | -1.9% |
| 6M | -8.9% | -0.6% | -8.3% | -8.7% |
| YTD | +4.8% | +12.8% | -8.0% | +4.7% |
| 1Y | +18.7% | +19.8% | -1.0% | +19.9% |
| All | +18.7% | +20.5% | -1.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling