+2,604.0%
NEE vs CCI
+1,121.9%
+1,482.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | +8.6% | +14.4% | -5.8% | +6.8% |
| 3M | -0.3% | +21.7% | -22.0% | -2.8% |
| 6M | -8.9% | +4.0% | -12.9% | -9.7% |
| YTD | +8.3% | +6.2% | +2.1% | +6.9% |
| 1Y | +4.3% | +5.4% | -1.1% | +3.0% |
| 3Y | +70.7% | +11.7% | +59.0% | +67.5% |
| 5Y | +12.8% | -35.6% | +48.4% | +17.4% |
| 10Y | +287.2% | +68.7% | +218.5% | +272.8% |
| All | +2,604.0% | +1,121.9% | +1,482.1% | +2,200.3% |
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