+10.9%
CMG vs NEE
+11.3%
-0.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +5.8% |
| 7D | +22.5% | +9.2% | +13.3% | +22.8% |
| 30D | +14.1% | +16.0% | -1.9% | +15.0% |
| 3M | +4.1% | +2.2% | +1.9% | +3.4% |
| 6M | +10.1% | -6.0% | +16.1% | +7.6% |
| YTD | -4.9% | +12.6% | -17.4% | -6.0% |
| 1Y | +10.9% | +11.4% | -0.5% | +10.0% |
| All | +10.9% | +11.3% | -0.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling