+918.2%
NEE vs CPAY
+1,524.4%
-606.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.5% | -2.5% | +1.9% | -0.1% |
| 30D | -1.7% | +1.3% | -3.0% | -1.9% |
| 3M | -1.8% | +13.5% | -15.3% | -4.0% |
| 6M | -8.8% | +24.7% | -33.6% | -12.7% |
| YTD | +5.2% | +34.9% | -29.7% | -1.2% |
| 1Y | +21.3% | +29.7% | -8.3% | +14.5% |
| 3Y | +35.2% | +49.4% | -14.2% | +22.2% |
| 5Y | +10.1% | +53.5% | -43.3% | -2.6% |
| 10Y | +253.2% | +152.5% | +100.8% | +185.9% |
| All | +918.2% | +1,524.4% | -606.1% | +555.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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