+2,631.6%
NEE vs CCI
+1,098.1%
+1,533.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | +9.5% | +9.9% | -0.4% | +8.2% |
| 3M | +1.0% | +22.7% | -21.7% | -1.6% |
| 6M | -8.0% | +0.8% | -8.8% | -8.5% |
| YTD | +9.4% | +4.1% | +5.3% | +8.3% |
| 1Y | +3.1% | -0.6% | +3.8% | +2.6% |
| 3Y | +70.5% | +9.4% | +61.0% | +67.7% |
| 5Y | +15.2% | -36.8% | +52.1% | +20.1% |
| 10Y | +291.2% | +65.4% | +225.8% | +277.5% |
| All | +2,631.6% | +1,098.1% | +1,533.6% | +2,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling