+2,550.3%
NEE vs CCI
+905.5%
+1,644.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -2.2% | +2.7% | -4.9% | -2.5% |
| 3M | -1.2% | -18.2% | +17.0% | +1.1% |
| 6M | -8.6% | -14.8% | +6.2% | -7.0% |
| YTD | +6.2% | -12.6% | +18.8% | +7.5% |
| 1Y | +21.1% | -16.7% | +37.8% | +23.3% |
| 3Y | +36.4% | -10.5% | +46.9% | +37.7% |
| 5Y | +11.4% | -51.4% | +62.8% | +19.9% |
| 10Y | +250.0% | +20.0% | +230.0% | +249.3% |
| All | +2,550.3% | +905.5% | +1,644.8% | +2,212.9% |
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