+284.2%
NEE vs CCL
-32.5%
+316.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +8.6% | +13.1% | -4.5% | +7.6% |
| 3M | -0.3% | +3.4% | -3.7% | -0.7% |
| 6M | -8.9% | +18.7% | -27.6% | -10.3% |
| YTD | +8.3% | -2.3% | +10.6% | +7.7% |
| 1Y | +4.3% | +14.2% | -9.9% | +2.4% |
| 3Y | +70.7% | +133.6% | -62.8% | +56.0% |
| 5Y | +12.8% | +33.5% | -20.7% | +3.9% |
| All | +284.2% | -32.5% | +316.7% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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