+7.1%
CRM vs NEE
+19.1%
-12.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.4% |
| 7D | +1.3% | +1.9% | -0.7% | +2.4% |
| 30D | +34.3% | -2.2% | +36.5% | +32.9% |
| 3M | +37.7% | -1.2% | +38.9% | +37.1% |
| 6M | +34.9% | -8.6% | +43.5% | +31.0% |
| YTD | -1.6% | +6.2% | -7.8% | -2.9% |
| 1Y | +7.1% | +21.1% | -14.0% | +3.6% |
| All | +7.1% | +19.1% | -12.0% | +3.6% |
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