+287.3%
NEE vs CI
+147.8%
+139.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | +2.3% | +2.6% | -0.3% | +1.7% |
| 30D | +11.5% | +7.3% | +4.2% | +9.7% |
| 3M | +2.6% | +9.5% | -6.9% | +0.4% |
| 6M | -6.0% | +6.4% | -12.4% | -7.6% |
| YTD | +9.8% | +12.0% | -2.2% | +6.2% |
| 1Y | +4.7% | +20.1% | -15.4% | -0.4% |
| 3Y | +71.0% | +9.6% | +61.5% | +62.5% |
| 5Y | +15.8% | +52.7% | -36.9% | -0.2% |
| 10Y | +287.3% | +150.3% | +137.0% | +194.2% |
| All | +287.3% | +147.8% | +139.4% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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