+4,100.0%
CMG vs NEE
+1,391.6%
+2,708.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +12.7% | -0.2% | +12.9% | +12.7% |
| 3M | +26.3% | +0.5% | +25.7% | +25.9% |
| 6M | +4.5% | -6.5% | +11.0% | +6.3% |
| YTD | -0.1% | +6.7% | -6.8% | -3.4% |
| 1Y | -6.8% | +23.6% | -30.4% | -14.7% |
| 3Y | -5.0% | +37.1% | -42.1% | -19.6% |
| 5Y | -3.0% | +10.9% | -14.0% | -12.0% |
| 10Y | +323.6% | +245.4% | +78.2% | +133.1% |
| All | +4,100.0% | +1,391.6% | +2,708.4% | +1,048.1% |
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