+7,463.1%
NEE vs CL
+5,386.7%
+2,076.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +9.5% | +9.5% | 0.0% | +6.4% |
| 3M | +1.0% | +6.8% | -5.7% | -1.1% |
| 6M | -8.0% | +14.3% | -22.3% | -12.0% |
| YTD | +9.4% | +26.3% | -16.8% | +1.1% |
| 1Y | +3.1% | +25.6% | -22.4% | -4.6% |
| 3Y | +70.5% | +38.5% | +32.0% | +52.4% |
| 5Y | +15.2% | +40.7% | -25.5% | +2.4% |
| 10Y | +291.2% | +83.1% | +208.1% | +221.5% |
| All | +7,463.1% | +5,386.7% | +2,076.4% | +3,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling