+37.1%
NEE vs CNH
+7.5%
+29.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.0% | +1.2% |
| 7D | +1.1% | +8.8% | -7.7% | -0.2% |
| 30D | -0.2% | +24.7% | -24.9% | -3.6% |
| 3M | +0.5% | +27.3% | -26.8% | -3.4% |
| 6M | -6.5% | +23.2% | -29.7% | -10.1% |
| YTD | +6.7% | +48.9% | -42.2% | -0.5% |
| 1Y | +23.6% | +19.4% | +4.2% | +19.2% |
| 3Y | +37.1% | +7.8% | +29.4% | +26.7% |
| All | +37.1% | +7.5% | +29.6% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling