+11.0%
NEE vs CPNG
-51.9%
+63.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -2.4% | -3.0% | +0.6% | -2.5% |
| 6M | -8.6% | -23.5% | +14.9% | -7.1% |
| YTD | +4.9% | -37.8% | +42.7% | +8.6% |
| 1Y | +19.4% | -54.3% | +73.7% | +27.2% |
| 3Y | +34.9% | -20.8% | +55.6% | +34.3% |
| 5Y | +11.0% | -51.1% | +62.1% | +6.7% |
| All | +11.0% | -51.9% | +63.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling