+12.2%
NEE vs CVE
+317.2%
-305.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | -2.2% | +16.7% | -18.9% | -3.6% |
| 3M | -1.2% | +9.3% | -10.4% | -2.1% |
| 6M | -8.6% | +43.6% | -52.2% | -12.0% |
| YTD | +6.2% | +93.6% | -87.4% | -1.0% |
| 1Y | +21.1% | +98.8% | -77.6% | +12.5% |
| 3Y | +36.4% | +73.6% | -37.2% | +26.0% |
| All | +12.2% | +317.2% | -305.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling