-65.0%
CBRS vs NEE
-8.9%
-56.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.2% |
| 7D | +21.2% | -2.1% | +23.3% | +20.4% |
| 30D | -23.2% | +8.6% | -31.8% | -22.3% |
| 3M | -52.9% | -0.3% | -52.6% | -50.5% |
| All | -65.0% | -8.9% | -56.2% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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