+15.2%
NEE vs CF
+115.5%
-100.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.8% | +10.4% | -13.1% | -3.5% |
| 30D | +9.5% | +7.6% | +2.0% | +8.9% |
| 3M | +1.0% | +5.2% | -4.1% | +0.6% |
| 6M | -8.0% | -0.1% | -7.9% | -8.2% |
| YTD | +9.4% | +61.7% | -52.2% | +4.1% |
| 1Y | +3.1% | +50.3% | -47.2% | -1.3% |
| 3Y | +70.5% | +66.0% | +4.5% | +59.9% |
| 5Y | +15.2% | +114.5% | -99.3% | +9.9% |
| All | +15.2% | +115.5% | -100.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling