+10.4%
NEE vs CNH
+13.4%
-3.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -1.4% |
| 7D | +1.9% | +23.3% | -21.3% | -1.6% |
| 30D | -2.2% | +33.5% | -35.6% | -7.0% |
| 3M | -1.2% | +32.7% | -33.9% | -6.2% |
| 6M | -8.6% | +22.2% | -30.7% | -12.3% |
| YTD | +6.2% | +57.7% | -51.5% | -2.8% |
| 1Y | +21.1% | +28.0% | -6.9% | +14.8% |
| 3Y | +36.4% | +11.5% | +24.9% | +29.9% |
| All | +10.4% | +13.4% | -3.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling