+284.2%
NEE vs CL
+88.0%
+196.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -2.1% | +3.2% | -5.3% | -3.8% |
| 30D | +8.6% | +8.0% | +0.6% | +4.2% |
| 3M | -0.3% | +7.9% | -8.2% | -4.4% |
| 6M | -8.9% | +14.7% | -23.7% | -15.8% |
| YTD | +8.3% | +29.2% | -20.8% | -6.9% |
| 1Y | +4.3% | +29.5% | -25.3% | -10.7% |
| 3Y | +70.7% | +40.7% | +30.1% | +37.5% |
| 5Y | +12.8% | +43.9% | -31.0% | -11.0% |
| All | +284.2% | +88.0% | +196.2% | +162.3% |
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