+10.1%
NEE vs CCJ
+347.8%
-337.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -0.5% | +4.2% | -4.7% | -0.9% |
| 30D | -1.7% | +3.2% | -4.9% | -2.1% |
| 3M | -1.8% | -1.8% | 0.0% | -1.9% |
| 6M | -8.8% | -13.5% | +4.7% | -8.1% |
| YTD | +5.2% | +9.7% | -4.6% | +3.2% |
| 1Y | +21.3% | +30.0% | -8.7% | +15.9% |
| 3Y | +35.2% | +172.6% | -137.4% | +13.1% |
| 5Y | +10.1% | +342.9% | -332.8% | -17.2% |
| All | +10.1% | +347.8% | -337.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling