+281.9%
NEE vs CF
+546.3%
-264.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | -0.9% | +3.0% | +2.2% |
| 30D | +12.3% | +6.9% | +5.3% | +11.4% |
| 3M | +3.4% | +4.8% | -1.5% | +2.7% |
| 6M | -5.3% | +4.7% | -10.0% | -6.1% |
| YTD | +10.6% | +56.5% | -45.9% | +4.3% |
| 1Y | +6.5% | +48.4% | -42.0% | +0.9% |
| 3Y | +73.5% | +59.1% | +14.4% | +61.5% |
| 5Y | +17.0% | +109.5% | -92.6% | +3.6% |
| 10Y | +281.9% | +487.0% | -205.1% | +200.6% |
| All | +281.9% | +546.3% | -264.4% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling