+61.0%
NEE vs CVE
+53.7%
+7.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +3.9% | -16.1% | +20.0% | +5.4% |
| 30D | +12.8% | -10.4% | +23.2% | +13.6% |
| 3M | +3.6% | -2.4% | +5.9% | +3.2% |
| 6M | -7.5% | -4.4% | -3.1% | -7.7% |
| YTD | +10.7% | +64.9% | -54.3% | +2.5% |
| 1Y | +9.1% | +66.0% | -56.9% | +0.9% |
| 3Y | +61.0% | +57.7% | +3.3% | +41.9% |
| All | +61.0% | +53.7% | +7.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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