+244.8%
NEE vs CCI
+23.6%
+221.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.3% |
| 7D | -1.3% | -0.3% | -1.1% | -1.2% |
| 30D | -3.3% | +2.2% | -5.6% | -4.5% |
| 3M | -2.3% | -16.9% | +14.6% | +6.2% |
| 6M | -8.9% | -11.5% | +2.7% | -4.7% |
| YTD | +4.8% | -12.8% | +17.6% | +9.7% |
| 1Y | +18.7% | -17.1% | +35.8% | +27.2% |
| 3Y | +33.2% | -9.6% | +42.9% | +34.0% |
| 5Y | +10.9% | -48.9% | +59.8% | +49.0% |
| All | +244.8% | +23.6% | +221.2% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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