+10.1%
NEE vs CP
+30.0%
-19.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | -1.8% | +0.1% | -1.9% | -2.1% |
| 6M | -8.8% | +7.8% | -16.6% | -11.7% |
| YTD | +5.2% | +22.9% | -17.7% | -3.2% |
| 1Y | +21.3% | +21.3% | 0.0% | +12.0% |
| 3Y | +35.2% | +20.4% | +14.8% | +22.1% |
| 5Y | +10.1% | +34.9% | -24.8% | -6.7% |
| All | +10.1% | +30.0% | -19.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling