+18.6%
NEE vs CEG
+651.0%
-632.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -2.8% | +11.8% | -14.6% | -4.0% |
| 30D | +9.5% | -6.5% | +16.0% | +10.1% |
| 3M | +1.0% | -1.2% | +2.2% | +0.7% |
| 6M | -8.0% | -8.0% | +0.1% | -7.7% |
| YTD | +9.4% | -21.9% | +31.3% | +11.3% |
| 1Y | +3.1% | -21.4% | +24.6% | +4.7% |
| 3Y | +70.5% | +130.0% | -59.5% | +27.8% |
| All | +18.6% | +651.0% | -632.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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