+284.2%
NEE vs CHD
+196.1%
+88.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -2.1% | +3.6% | -5.7% | -3.5% |
| 30D | +8.6% | +10.4% | -1.8% | +4.4% |
| 3M | -0.3% | +12.2% | -12.5% | -4.9% |
| 6M | -8.9% | +19.9% | -28.8% | -15.7% |
| YTD | +8.3% | +36.4% | -28.1% | -5.3% |
| 1Y | +4.3% | +35.1% | -30.9% | -8.6% |
| 3Y | +70.7% | +29.2% | +41.6% | +50.6% |
| 5Y | +12.8% | +33.4% | -20.6% | -3.7% |
| All | +284.2% | +196.1% | +88.1% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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