+281.9%
NEE vs CL
+76.2%
+205.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.9% |
| 7D | +2.2% | +0.5% | +1.6% | +1.9% |
| 30D | +12.3% | +11.6% | +0.7% | +5.9% |
| 3M | +3.4% | +5.6% | -2.2% | +0.3% |
| 6M | -5.3% | +13.2% | -18.5% | -11.9% |
| YTD | +10.6% | +26.9% | -16.4% | -4.0% |
| 1Y | +6.5% | +27.3% | -20.9% | -7.9% |
| 3Y | +73.5% | +39.7% | +33.8% | +40.2% |
| 5Y | +17.0% | +41.3% | -24.4% | -6.8% |
| 10Y | +281.9% | +76.3% | +205.6% | +171.4% |
| All | +281.9% | +76.2% | +205.7% | +171.4% |
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