+253.2%
NEE vs CNP
+132.2%
+121.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -1.8% | -5.6% | +3.8% | +1.2% |
| 6M | -8.8% | -7.5% | -1.4% | -4.9% |
| YTD | +5.2% | +5.5% | -0.3% | +2.1% |
| 1Y | +21.3% | +8.3% | +13.0% | +16.0% |
| 3Y | +35.2% | +51.8% | -16.6% | +7.9% |
| 5Y | +10.1% | +69.9% | -59.7% | -16.5% |
| 10Y | +253.2% | +139.9% | +113.3% | +97.0% |
| All | +253.2% | +132.2% | +121.0% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling