+245.4%
NEE vs CL
+51.8%
+193.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | -1.4% | +2.4% | +1.8% |
| 30D | -0.2% | -5.2% | +5.0% | +2.6% |
| 3M | +0.5% | +3.3% | -2.8% | -1.6% |
| 6M | -6.5% | -4.4% | -2.2% | -4.9% |
| YTD | +6.7% | +13.9% | -7.2% | -1.9% |
| 1Y | +23.6% | +7.6% | +16.0% | +16.8% |
| 3Y | +37.1% | +29.6% | +7.6% | +15.0% |
| 5Y | +10.9% | +28.1% | -17.1% | -7.1% |
| 10Y | +245.4% | +53.4% | +192.0% | +164.2% |
| All | +245.4% | +51.8% | +193.5% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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