+284.2%
NEE vs CP
+257.3%
+26.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.1% | +2.1% | -4.3% | -2.9% |
| 30D | +8.6% | +9.3% | -0.7% | +5.2% |
| 3M | -0.3% | +0.5% | -0.8% | -0.6% |
| 6M | -8.9% | +10.4% | -19.3% | -12.5% |
| YTD | +8.3% | +28.7% | -20.4% | -1.9% |
| 1Y | +4.3% | +33.2% | -28.9% | -6.9% |
| 3Y | +70.7% | +38.4% | +32.3% | +47.1% |
| 5Y | +12.8% | +26.2% | -13.4% | -0.3% |
| All | +284.2% | +257.3% | +26.9% | +172.6% |
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