+285.0%
NEE vs CNH
+107.0%
+177.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.2% |
| 7D | -3.4% | +6.4% | -9.8% | -4.4% |
| 30D | +9.0% | -1.6% | +10.7% | +9.1% |
| 3M | +0.2% | +11.6% | -11.4% | -2.3% |
| 6M | -8.5% | +12.5% | -21.0% | -11.2% |
| YTD | +8.6% | +31.1% | -22.5% | +2.2% |
| 1Y | +2.2% | +17.0% | -14.8% | -2.0% |
| 3Y | +69.1% | +28.7% | +40.4% | +56.6% |
| 5Y | +13.0% | -17.4% | +30.4% | +10.8% |
| All | +285.0% | +107.0% | +177.9% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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