+23.6%
NEE vs CP
+19.5%
+4.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.4% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +0.5% | +1.4% | -0.9% | -0.2% |
| 6M | -6.5% | +10.3% | -16.8% | -9.5% |
| YTD | +6.7% | +24.3% | -17.6% | 0.0% |
| 1Y | +23.6% | +20.4% | +3.2% | +16.0% |
| All | +23.6% | +19.5% | +4.1% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling