+33.5%
NEE vs CPNG
-21.7%
+55.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.5% |
| 30D | -3.1% | -11.1% | +8.0% | -2.4% |
| 3M | -2.4% | -3.0% | +0.6% | -2.6% |
| 6M | -8.6% | -23.5% | +14.9% | -7.2% |
| YTD | +4.9% | -37.8% | +42.7% | +9.0% |
| 1Y | +19.4% | -54.3% | +73.7% | +28.9% |
| All | +33.5% | -21.7% | +55.1% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling