+7,386.6%
NEE vs CCL
+1,041.5%
+6,345.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -0.3% | +3.4% | -3.7% | -0.8% |
| 6M | -8.9% | +18.7% | -27.6% | -11.0% |
| YTD | +8.3% | -2.3% | +10.6% | +7.4% |
| 1Y | +4.3% | +14.2% | -9.9% | +1.5% |
| 3Y | +70.7% | +133.6% | -62.8% | +50.5% |
| 5Y | +12.8% | +33.5% | -20.7% | +1.0% |
| 10Y | +287.2% | -32.8% | +320.0% | +237.1% |
| All | +7,386.6% | +1,041.5% | +6,345.1% | +4,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling