+87.4%
NEE vs CARR
+421.5%
-334.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.3% | -3.8% | +2.4% | -0.7% |
| 30D | -3.3% | -8.9% | +5.6% | -1.7% |
| 3M | -2.3% | -17.3% | +15.1% | +0.8% |
| 6M | -8.9% | -1.4% | -7.5% | -9.5% |
| YTD | +4.8% | +10.0% | -5.2% | +1.8% |
| 1Y | +18.7% | -6.4% | +25.1% | +18.7% |
| 3Y | +33.2% | +1.5% | +31.7% | +28.6% |
| 5Y | +10.9% | +9.3% | +1.6% | +1.8% |
| All | +87.4% | +421.5% | -334.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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