+245.4%
NEE vs CG
+321.9%
-76.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | -1.9% | -9.8% | +7.9% | -0.1% |
| 30D | -3.1% | -10.3% | +7.2% | -1.4% |
| 3M | -2.4% | -1.7% | -0.8% | -2.5% |
| 6M | -8.6% | -9.8% | +1.2% | -7.5% |
| YTD | +4.9% | -25.6% | +30.5% | +9.5% |
| 1Y | +19.4% | -32.5% | +51.9% | +26.5% |
| 3Y | +34.9% | +45.6% | -10.8% | +16.8% |
| 5Y | +11.0% | +3.7% | +7.4% | +0.2% |
| All | +245.4% | +321.9% | -76.5% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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