+1.4%
CRM vs NEE
+19.3%
-17.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -5.2% |
| 30D | +28.1% | -3.3% | +31.5% | +26.0% |
| 3M | +48.8% | -2.3% | +51.1% | +47.2% |
| 6M | +28.3% | -8.9% | +37.1% | +23.9% |
| YTD | -6.0% | +4.8% | -10.8% | -8.3% |
| 1Y | +1.4% | +18.7% | -17.3% | -5.8% |
| All | +1.4% | +19.3% | -17.9% | -5.8% |
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 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