+506.2%
NEE vs CNH
+42.8%
+463.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -2.8% | +6.7% | -9.4% | -3.8% |
| 30D | +9.5% | +7.2% | +2.3% | +8.3% |
| 3M | +1.0% | +17.5% | -16.5% | -1.9% |
| 6M | -8.0% | +15.0% | -22.9% | -10.7% |
| YTD | +9.4% | +36.8% | -27.3% | +3.2% |
| 1Y | +3.1% | +27.6% | -24.5% | -1.8% |
| 3Y | +70.5% | +34.3% | +36.2% | +58.6% |
| 5Y | +15.2% | -12.2% | +27.4% | +12.3% |
| 10Y | +291.2% | +113.9% | +177.3% | +219.7% |
| All | +506.2% | +42.8% | +463.4% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling