+5,648.9%
CRM vs NEE
+1,915.2%
+3,733.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -8.1% | -1.9% | -6.2% | -7.3% |
| 30D | +23.1% | -3.1% | +26.2% | +24.6% |
| 3M | +42.5% | -2.4% | +45.0% | +43.7% |
| 6M | +25.3% | -8.6% | +33.9% | +28.1% |
| YTD | -7.8% | +4.9% | -12.7% | -11.9% |
| 1Y | +1.0% | +19.4% | -18.4% | -9.4% |
| 3Y | +10.0% | +34.9% | -24.9% | -13.0% |
| 5Y | -3.9% | +11.0% | -14.9% | -17.1% |
| 10Y | +233.2% | +252.3% | -19.2% | +42.3% |
| All | +5,648.9% | +1,915.2% | +3,733.7% | +946.7% |
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