+7,238.0%
NEE vs CCL
+813.5%
+6,424.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -5.0% | +7.0% | +2.5% |
| 30D | -2.2% | -20.3% | +18.2% | +0.1% |
| 3M | -1.2% | -15.1% | +14.0% | +0.3% |
| 6M | -8.6% | -15.1% | +6.5% | -7.6% |
| YTD | +6.2% | -21.8% | +28.0% | +7.9% |
| 1Y | +21.1% | -24.8% | +45.9% | +23.2% |
| 3Y | +36.4% | +51.9% | -15.5% | +25.7% |
| 5Y | +11.4% | +4.0% | +7.3% | +2.3% |
| 10Y | +250.0% | -42.2% | +292.2% | +209.2% |
| All | +7,238.0% | +813.5% | +6,424.5% | +4,864.5% |
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