+1,412.1%
NEE vs CF
+5,948.3%
-4,536.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | +1.9% | +6.0% | -4.1% | +1.1% |
| 30D | -2.2% | +14.8% | -17.0% | -4.0% |
| 3M | -1.2% | +14.1% | -15.2% | -3.1% |
| 6M | -8.6% | +28.5% | -37.1% | -12.4% |
| YTD | +6.2% | +74.9% | -68.8% | -2.6% |
| 1Y | +21.1% | +61.7% | -40.6% | +12.1% |
| 3Y | +36.4% | +80.3% | -43.9% | +22.8% |
| 5Y | +11.4% | +226.0% | -214.6% | -10.1% |
| 10Y | +250.0% | +569.9% | -319.9% | +138.5% |
| All | +1,412.1% | +5,948.3% | -4,536.2% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling