+245.4%
NEE vs CCJ
+1,074.4%
-829.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -3.1% | -1.3% | -1.8% | -3.1% |
| 3M | -2.4% | +2.5% | -4.9% | -2.8% |
| 6M | -8.6% | -18.9% | +10.3% | -7.5% |
| YTD | +4.9% | +6.5% | -1.6% | +3.5% |
| 1Y | +19.4% | +22.8% | -3.4% | +15.7% |
| 3Y | +34.9% | +164.5% | -129.6% | +19.0% |
| 5Y | +11.0% | +303.7% | -292.7% | -7.6% |
| All | +245.4% | +1,074.4% | -829.0% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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