+488.1%
NEE vs CNH
+64.7%
+423.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -1.3% |
| 7D | +1.9% | +23.3% | -21.3% | -1.2% |
| 30D | -2.2% | +33.5% | -35.6% | -6.4% |
| 3M | -1.2% | +32.7% | -33.9% | -5.6% |
| 6M | -8.6% | +22.2% | -30.7% | -11.9% |
| YTD | +6.2% | +57.7% | -51.5% | -1.6% |
| 1Y | +21.1% | +28.0% | -6.9% | +15.5% |
| 3Y | +36.4% | +11.5% | +24.9% | +30.7% |
| 5Y | +11.4% | +11.9% | -0.5% | +5.2% |
| 10Y | +250.0% | +162.8% | +87.2% | +179.6% |
| All | +488.1% | +64.7% | +423.5% | +382.5% |
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 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