+11.5%
NEE vs CVE
+158.6%
-147.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.1% | +5.9% | -8.0% | -2.6% |
| 30D | +8.6% | -10.9% | +19.5% | +9.6% |
| 3M | -0.3% | -4.5% | +4.2% | -0.1% |
| 6M | -8.9% | -1.0% | -8.0% | -9.3% |
| YTD | +8.3% | +74.7% | -66.4% | +1.2% |
| 1Y | +4.3% | +65.8% | -61.6% | -2.1% |
| 3Y | +70.7% | +73.2% | -2.4% | +56.7% |
| All | +11.5% | +158.6% | -147.2% | +0.8% |
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