+2,498.0%
NEE vs CSGP
+3,334.4%
-836.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +1.9% | -4.1% | +6.0% | +2.4% |
| 30D | -2.2% | +2.3% | -4.5% | -2.5% |
| 3M | -1.2% | -8.2% | +7.0% | -0.6% |
| 6M | -8.6% | -35.1% | +26.5% | -5.1% |
| YTD | +6.2% | -54.0% | +60.2% | +13.7% |
| 1Y | +21.1% | -65.3% | +86.4% | +33.3% |
| 3Y | +36.4% | -62.6% | +99.0% | +47.9% |
| 5Y | +11.4% | -64.8% | +76.2% | +20.5% |
| 10Y | +250.0% | +45.1% | +204.9% | +238.7% |
| All | +2,498.0% | +3,334.4% | -836.4% | +2,341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling