+88.2%
NEE vs CARR
+425.9%
-337.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -0.5% | +0.6% | -1.2% | -0.7% |
| 30D | -1.7% | -8.7% | +7.0% | -0.1% |
| 3M | -1.8% | -18.4% | +16.5% | +1.5% |
| 6M | -8.8% | -0.6% | -8.2% | -9.6% |
| YTD | +5.2% | +10.9% | -5.7% | +2.0% |
| 1Y | +21.3% | -7.3% | +28.6% | +21.6% |
| 3Y | +35.2% | +2.9% | +32.3% | +30.2% |
| 5Y | +10.1% | +9.6% | +0.5% | +1.0% |
| All | +88.2% | +425.9% | -337.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling