+98.8%
NEE vs CTVA
+216.1%
-117.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | -0.2% | +12.0% | -12.3% | -3.1% |
| 3M | +0.5% | +13.5% | -12.9% | -3.0% |
| 6M | -6.5% | +12.1% | -18.6% | -9.6% |
| YTD | +6.7% | +29.0% | -22.3% | -0.4% |
| 1Y | +23.6% | +18.9% | +4.7% | +17.3% |
| 3Y | +37.1% | +78.9% | -41.7% | +15.3% |
| 5Y | +10.9% | +105.2% | -94.3% | -11.3% |
| All | +98.8% | +216.1% | -117.3% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling