+71.0%
NEE vs CSGP
-61.1%
+132.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +2.3% | -3.2% | +5.5% | +2.6% |
| 30D | +11.5% | +2.2% | +9.3% | +11.2% |
| 3M | +2.6% | -3.7% | +6.3% | +2.7% |
| 6M | -6.0% | -7.4% | +1.5% | -5.6% |
| YTD | +9.8% | -54.9% | +64.7% | +20.5% |
| 1Y | +4.7% | -54.9% | +59.6% | +14.8% |
| 3Y | +71.0% | -61.9% | +133.0% | +80.8% |
| All | +71.0% | -61.1% | +132.2% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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