+245.4%
NEE vs CCL
-42.0%
+287.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -1.9% | -4.3% | +2.4% | -1.6% |
| 30D | -3.1% | -19.0% | +15.8% | -1.7% |
| 3M | -2.4% | -13.1% | +10.7% | -1.6% |
| 6M | -8.6% | -13.3% | +4.7% | -8.1% |
| YTD | +4.9% | -25.2% | +30.2% | +6.4% |
| 1Y | +19.4% | -27.2% | +46.6% | +21.1% |
| 3Y | +34.9% | +49.2% | -14.4% | +27.2% |
| 5Y | +11.0% | +0.4% | +10.7% | +4.3% |
| All | +245.4% | -42.0% | +287.4% | +196.0% |
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