+33.2%
NEE vs CTVA
+74.2%
-41.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | -3.3% | +11.3% | -14.6% | -5.6% |
| 3M | -2.3% | +12.3% | -14.6% | -5.1% |
| 6M | -8.9% | +7.2% | -16.0% | -10.6% |
| YTD | +4.8% | +26.0% | -21.2% | -0.8% |
| 1Y | +18.7% | +16.0% | +2.7% | +14.4% |
| 3Y | +33.2% | +73.9% | -40.7% | +15.1% |
| All | +33.2% | +74.2% | -41.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling