+17.0%
NEE vs CPB
-31.8%
+48.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +2.2% | +3.3% | -1.1% | +1.4% |
| 30D | +12.3% | +19.0% | -6.7% | +7.9% |
| 3M | +3.4% | +0.4% | +2.9% | +2.8% |
| 6M | -5.3% | +13.0% | -18.3% | -8.7% |
| YTD | +10.6% | -12.7% | +23.3% | +13.2% |
| 1Y | +6.5% | -20.9% | +27.3% | +11.8% |
| 3Y | +73.5% | -35.4% | +108.9% | +91.0% |
| 5Y | +17.0% | -32.3% | +49.2% | +28.7% |
| All | +17.0% | -31.8% | +48.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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