+7,238.0%
NEE vs CI
+7,591.2%
-353.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | -2.2% | +4.4% | -6.6% | -3.0% |
| 3M | -1.2% | +0.7% | -1.8% | -1.5% |
| 6M | -8.6% | +0.3% | -8.9% | -8.9% |
| YTD | +6.2% | +3.8% | +2.4% | +5.0% |
| 1Y | +21.1% | -5.5% | +26.6% | +21.1% |
| 3Y | +36.4% | +8.1% | +28.3% | +31.6% |
| 5Y | +11.4% | +42.8% | -31.4% | +1.4% |
| 10Y | +250.0% | +143.9% | +106.1% | +181.2% |
| All | +7,238.0% | +7,591.2% | -353.3% | +2,894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling