+260.3%
NEE vs CF
+561.7%
-301.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +3.9% | -3.2% | +7.0% | +4.1% |
| 30D | +12.8% | +4.3% | +8.5% | +12.3% |
| 3M | +3.6% | +2.8% | +0.7% | +3.1% |
| 6M | -7.5% | +0.6% | -8.1% | -7.9% |
| YTD | +10.7% | +56.6% | -46.0% | +4.6% |
| 1Y | +9.1% | +49.6% | -40.5% | +3.5% |
| 3Y | +61.0% | +61.5% | -0.5% | +50.0% |
| 5Y | +16.3% | +124.0% | -107.7% | +2.8% |
| All | +260.3% | +561.7% | -301.4% | +215.6% |
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