+37.8%
NEE vs CSGP
-61.9%
+99.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +1.9% | -4.1% | +6.0% | +2.3% |
| 30D | -2.2% | +2.3% | -4.5% | -2.4% |
| 3M | -1.2% | -8.2% | +7.0% | -0.6% |
| 6M | -8.6% | -35.1% | +26.5% | -4.4% |
| YTD | +6.2% | -54.0% | +60.2% | +16.4% |
| 1Y | +21.1% | -65.3% | +86.4% | +39.4% |
| All | +37.8% | -61.9% | +99.7% | +51.9% |
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