+27.0%
NEE vs CPNG
-76.2%
+103.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | -3.3% | -7.4% | +4.0% | -2.8% |
| 3M | -2.3% | -12.3% | +10.1% | -1.5% |
| 6M | -8.9% | -19.4% | +10.6% | -7.8% |
| YTD | +4.8% | -35.9% | +40.7% | +7.8% |
| 1Y | +18.7% | -53.4% | +72.1% | +25.6% |
| 3Y | +33.2% | -20.0% | +53.2% | +32.8% |
| 5Y | +10.9% | -49.6% | +60.4% | +8.9% |
| All | +27.0% | -76.2% | +103.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling