+11.5%
NEE vs CVS
+12.2%
-0.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | +6.6% | -8.7% | -2.8% |
| 30D | +8.6% | -0.4% | +9.1% | +8.4% |
| 3M | -0.3% | -5.3% | +5.0% | +0.1% |
| 6M | -8.9% | -7.7% | -1.2% | -8.4% |
| YTD | +8.3% | +16.0% | -7.7% | +5.4% |
| 1Y | +4.3% | +16.2% | -12.0% | +1.4% |
| 3Y | +70.7% | +47.6% | +23.2% | +59.1% |
| All | +11.5% | +12.2% | -0.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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