+3,673.4%
NEE vs CNI
+6,494.7%
-2,821.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -1.7% | -2.1% | +0.4% | -1.2% |
| 3M | -1.8% | +1.8% | -3.7% | -2.5% |
| 6M | -8.8% | +14.8% | -23.6% | -12.5% |
| YTD | +5.2% | +25.4% | -20.2% | -1.6% |
| 1Y | +21.3% | +32.9% | -11.6% | +11.6% |
| 3Y | +35.2% | +20.2% | +15.0% | +26.9% |
| 5Y | +10.1% | +12.2% | -2.0% | +5.0% |
| 10Y | +253.2% | +136.0% | +117.2% | +175.3% |
| All | +3,673.4% | +6,494.7% | -2,821.2% | +1,808.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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