+15.0%
NEE vs CEG
+717.3%
-702.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.3% |
| 7D | +1.9% | +8.0% | -6.1% | +1.0% |
| 30D | -2.2% | +12.9% | -15.1% | -3.6% |
| 3M | -1.2% | +13.2% | -14.3% | -2.8% |
| 6M | -8.6% | -7.0% | -1.6% | -8.3% |
| YTD | +6.2% | -15.0% | +21.2% | +7.4% |
| 1Y | +21.1% | -2.7% | +23.8% | +20.1% |
| 3Y | +36.4% | +184.1% | -147.7% | -2.5% |
| All | +15.0% | +717.3% | -702.3% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling