+4,162.8%
NEE vs CCJ
+1,082.1%
+3,080.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +8.6% | -13.2% | +21.8% | +10.2% |
| 3M | -0.3% | -27.6% | +27.4% | +3.1% |
| 6M | -8.9% | -38.7% | +29.8% | -4.3% |
| YTD | +8.3% | -22.7% | +31.0% | +10.0% |
| 1Y | +4.3% | -17.6% | +21.8% | +4.9% |
| 3Y | +70.7% | +62.7% | +8.1% | +53.4% |
| 5Y | +12.8% | +159.7% | -146.9% | -6.6% |
| 10Y | +287.2% | +769.3% | -482.1% | +157.5% |
| All | +4,162.8% | +1,082.1% | +3,080.7% | +2,657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling