+287.3%
NEE vs CP
+255.2%
+32.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.3% | +2.8% | -0.5% | +1.3% |
| 30D | +11.5% | +11.0% | +0.4% | +7.3% |
| 3M | +2.6% | +3.8% | -1.2% | +1.1% |
| 6M | -6.0% | +9.5% | -15.4% | -9.3% |
| YTD | +9.8% | +28.2% | -18.4% | -0.5% |
| 1Y | +4.7% | +33.0% | -28.3% | -6.4% |
| 3Y | +71.0% | +35.5% | +35.5% | +48.6% |
| 5Y | +15.8% | +25.8% | -10.0% | +2.4% |
| 10Y | +287.3% | +250.7% | +36.6% | +171.1% |
| All | +287.3% | +255.2% | +32.1% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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