+253.2%
NEE vs CI
+143.6%
+109.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | -1.8% | -5.2% | +3.3% | -0.9% |
| 6M | -8.8% | +4.3% | -13.2% | -10.1% |
| YTD | +5.2% | +2.8% | +2.4% | +3.9% |
| 1Y | +21.3% | -5.8% | +27.1% | +21.4% |
| 3Y | +35.2% | +4.7% | +30.5% | +29.9% |
| 5Y | +10.1% | +42.7% | -32.6% | -3.2% |
| 10Y | +253.2% | +141.0% | +112.3% | +198.3% |
| All | +253.2% | +143.6% | +109.6% | +198.3% |
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