+29.4%
NEE vs CPNG
-76.7%
+106.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | +1.1% | -6.3% | +7.4% | +1.6% |
| 30D | -0.2% | -8.7% | +8.5% | +0.4% |
| 3M | +0.5% | -2.4% | +3.0% | +0.4% |
| 6M | -6.5% | -22.3% | +15.8% | -5.2% |
| YTD | +6.7% | -37.2% | +43.9% | +10.0% |
| 1Y | +23.6% | -53.0% | +76.6% | +30.6% |
| 3Y | +37.1% | -20.0% | +57.2% | +36.7% |
| 5Y | +10.9% | -52.8% | +63.7% | +9.3% |
| All | +29.4% | -76.7% | +106.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling