+238.9%
CRM vs NEE
+251.4%
-12.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | +28.1% | -3.3% | +31.5% | +29.3% |
| 3M | +48.8% | -2.3% | +51.1% | +49.5% |
| 6M | +28.3% | -8.9% | +37.1% | +30.3% |
| YTD | -6.0% | +4.8% | -10.8% | -9.1% |
| 1Y | +1.4% | +18.7% | -17.3% | -6.2% |
| 3Y | +11.8% | +33.2% | -21.4% | -5.4% |
| 5Y | -2.0% | +10.9% | -12.9% | -11.2% |
| All | +238.9% | +251.4% | -12.5% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling