+11.5%
NEE vs CHD
+33.2%
-21.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -2.1% | +3.6% | -5.7% | -3.3% |
| 30D | +8.6% | +10.4% | -1.8% | +5.0% |
| 3M | -0.3% | +12.2% | -12.5% | -4.2% |
| 6M | -8.9% | +19.9% | -28.8% | -14.7% |
| YTD | +8.3% | +36.4% | -28.1% | -3.2% |
| 1Y | +4.3% | +35.1% | -30.9% | -6.6% |
| 3Y | +70.7% | +29.2% | +41.6% | +54.1% |
| All | +11.5% | +33.2% | -21.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling