+17.0%
NEE vs CNH
-6.4%
+23.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -1.8% |
| 7D | +2.2% | +8.6% | -6.4% | +0.7% |
| 30D | +12.3% | +12.6% | -0.3% | +10.0% |
| 3M | +3.4% | +17.5% | -14.1% | 0.0% |
| 6M | -5.3% | +18.1% | -23.4% | -8.8% |
| YTD | +10.6% | +40.4% | -29.8% | +2.7% |
| 1Y | +6.5% | +34.0% | -27.5% | -0.4% |
| 3Y | +73.5% | +35.3% | +38.2% | +57.8% |
| 5Y | +17.0% | -5.1% | +22.1% | +12.1% |
| All | +17.0% | -6.4% | +23.4% | +12.1% |
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