+287.3%
NEE vs CFG
+230.2%
+57.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +11.5% | +2.8% | +8.7% | +11.0% |
| 3M | +2.6% | -10.1% | +12.7% | +4.2% |
| 6M | -6.0% | +3.2% | -9.1% | -6.5% |
| YTD | +9.8% | +14.2% | -4.4% | +7.3% |
| 1Y | +4.7% | +27.4% | -22.7% | +0.6% |
| 3Y | +71.0% | +187.6% | -116.5% | +42.5% |
| 5Y | +15.8% | +65.7% | -49.9% | +2.8% |
| 10Y | +287.3% | +219.7% | +67.6% | +197.8% |
| All | +287.3% | +230.2% | +57.1% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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