+4,078.2%
NEE vs CCJ
+1,583.6%
+2,494.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -2.2% | +6.9% | -9.0% | -3.0% |
| 3M | -1.2% | -11.6% | +10.5% | -0.1% |
| 6M | -8.6% | -16.2% | +7.7% | -7.4% |
| YTD | +6.2% | +10.1% | -3.9% | +3.8% |
| 1Y | +21.1% | +32.3% | -11.2% | +14.9% |
| 3Y | +36.4% | +171.3% | -134.9% | +15.5% |
| 5Y | +11.4% | +372.4% | -361.0% | -14.2% |
| 10Y | +250.0% | +1,070.0% | -820.0% | +125.4% |
| All | +4,078.2% | +1,583.6% | +2,494.5% | +2,502.3% |
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