+385.5%
NEE vs CFG
+396.4%
-10.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +1.5% | +0.4% | +1.7% |
| 30D | -2.2% | -3.8% | +1.7% | -1.7% |
| 3M | -1.2% | +11.5% | -12.7% | -2.7% |
| 6M | -8.6% | +19.2% | -27.7% | -10.8% |
| YTD | +6.2% | +23.7% | -17.5% | +2.9% |
| 1Y | +21.1% | +38.8% | -17.7% | +15.5% |
| 3Y | +36.4% | +178.9% | -142.5% | +16.3% |
| 5Y | +11.4% | +101.8% | -90.4% | -2.6% |
| 10Y | +250.0% | +317.3% | -67.3% | +160.1% |
| All | +385.5% | +396.4% | -10.9% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling