+405.4%
NEE vs CFG
+360.2%
+45.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +12.3% | +3.2% | +9.0% | +11.8% |
| 3M | +3.4% | -9.7% | +13.1% | +4.7% |
| 6M | -5.3% | +3.6% | -8.9% | -5.9% |
| YTD | +10.6% | +14.7% | -4.1% | +8.2% |
| 1Y | +6.5% | +29.6% | -23.1% | +2.5% |
| 3Y | +73.5% | +190.6% | -117.0% | +47.3% |
| 5Y | +17.0% | +67.1% | -50.1% | +5.0% |
| 10Y | +281.9% | +237.0% | +44.9% | +187.6% |
| All | +405.4% | +360.2% | +45.3% | +267.9% |
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