+7,547.6%
NEE vs CP
+7,734.8%
-187.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +3.9% | +2.8% | +1.1% | +3.3% |
| 30D | +12.8% | +10.2% | +2.6% | +10.5% |
| 3M | +3.6% | +2.4% | +1.2% | +3.0% |
| 6M | -7.5% | +7.7% | -15.2% | -9.1% |
| YTD | +10.7% | +26.0% | -15.3% | +4.8% |
| 1Y | +9.1% | +34.6% | -25.6% | +1.8% |
| 3Y | +61.0% | +26.7% | +34.3% | +51.0% |
| 5Y | +16.3% | +24.9% | -8.6% | +9.0% |
| 10Y | +264.6% | +258.6% | +6.0% | +173.6% |
| All | +7,547.6% | +7,734.8% | -187.3% | +3,456.4% |
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