+15.2%
NEE vs CSGP
-63.2%
+78.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.8% | -7.1% | +4.3% | -1.6% |
| 30D | +9.5% | +3.6% | +5.9% | +8.6% |
| 3M | +1.0% | -2.7% | +3.8% | +0.9% |
| 6M | -8.0% | -8.0% | +0.1% | -7.6% |
| YTD | +9.4% | -55.0% | +64.4% | +26.0% |
| 1Y | +3.1% | -55.8% | +58.9% | +19.1% |
| 3Y | +70.5% | -62.0% | +132.5% | +99.0% |
| 5Y | +15.2% | -62.9% | +78.1% | +37.8% |
| All | +15.2% | -63.2% | +78.5% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling