+10.9%
NEE vs CI
+39.3%
-28.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.9% |
| 7D | +1.1% | -2.6% | +3.6% | +1.6% |
| 30D | -0.2% | -2.4% | +2.1% | +0.2% |
| 3M | +0.5% | -4.8% | +5.3% | +1.3% |
| 6M | -6.5% | +2.1% | -8.7% | -7.3% |
| YTD | +6.7% | +1.4% | +5.3% | +5.8% |
| 1Y | +23.6% | -6.8% | +30.4% | +24.0% |
| 3Y | +37.1% | +3.3% | +33.8% | +32.9% |
| 5Y | +10.9% | +41.1% | -30.2% | -4.4% |
| All | +10.9% | +39.3% | -28.4% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling