+11.7%
NEE vs CCI
-50.7%
+62.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | +0.5% | -16.3% | +16.8% | +8.1% |
| 6M | -6.5% | -13.9% | +7.4% | -1.3% |
| YTD | +6.7% | -12.4% | +19.1% | +11.1% |
| 1Y | +23.6% | -15.2% | +38.8% | +30.4% |
| 3Y | +37.1% | -9.9% | +47.0% | +38.1% |
| All | +11.7% | -50.7% | +62.4% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling