+928.2%
NEE vs CBOE
+1,020.3%
-92.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | -1.7% | +2.7% | -4.4% | -2.4% |
| 3M | -1.8% | +0.7% | -2.6% | -2.6% |
| 6M | -8.8% | -2.0% | -6.9% | -9.5% |
| YTD | +5.2% | +17.1% | -11.9% | +0.1% |
| 1Y | +21.3% | +26.5% | -5.2% | +13.2% |
| 3Y | +35.2% | +96.1% | -60.9% | +12.5% |
| 5Y | +10.1% | +149.3% | -139.2% | -14.2% |
| 10Y | +253.2% | +386.5% | -133.3% | +140.6% |
| All | +928.2% | +1,020.3% | -92.2% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling