+7,238.0%
NEE vs CP
+7,669.4%
-431.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +1.9% | -2.7% | +4.6% | +2.5% |
| 30D | -2.2% | +0.2% | -2.3% | -2.3% |
| 3M | -1.2% | +2.6% | -3.7% | -1.9% |
| 6M | -8.6% | +6.0% | -14.5% | -9.9% |
| YTD | +6.2% | +24.9% | -18.7% | +0.7% |
| 1Y | +21.1% | +20.1% | +1.0% | +15.8% |
| 3Y | +36.4% | +16.4% | +20.0% | +30.3% |
| 5Y | +11.4% | +31.7% | -20.4% | +3.2% |
| 10Y | +250.0% | +223.9% | +26.1% | +167.5% |
| All | +7,238.0% | +7,669.4% | -431.5% | +3,318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling