-7.3%
CMG vs NEE
+34.5%
-41.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -3.8% | -1.9% | -1.9% | -3.7% |
| 30D | +12.9% | -3.1% | +16.0% | +13.1% |
| 3M | +18.8% | -2.4% | +21.2% | +18.9% |
| 6M | +4.1% | -8.6% | +12.7% | +4.5% |
| YTD | -2.4% | +4.9% | -7.3% | -3.2% |
| 1Y | -6.7% | +19.4% | -26.0% | -8.5% |
| All | -7.3% | +34.5% | -41.8% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling