+18.7%
NEE vs CTVA
+18.2%
+0.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.3% | -4.5% | +3.2% | -0.9% |
| 30D | -3.3% | +11.3% | -14.6% | -4.5% |
| 3M | -2.3% | +12.3% | -14.6% | -3.4% |
| 6M | -8.9% | +7.2% | -16.0% | -9.3% |
| YTD | +4.8% | +26.0% | -21.2% | +5.5% |
| 1Y | +18.7% | +16.0% | +2.7% | +18.0% |
| All | +18.7% | +18.2% | +0.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling