+7,238.0%
NEE vs CL
+4,870.0%
+2,368.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | +1.9% | -2.2% | +4.1% | +2.7% |
| 30D | -2.2% | -4.8% | +2.7% | -0.7% |
| 3M | -1.2% | +4.9% | -6.1% | -2.9% |
| 6M | -8.6% | -5.7% | -2.8% | -7.2% |
| YTD | +6.2% | +14.4% | -8.2% | +1.2% |
| 1Y | +21.1% | +8.7% | +12.4% | +17.0% |
| 3Y | +36.4% | +30.0% | +6.4% | +24.5% |
| 5Y | +11.4% | +28.4% | -17.0% | +1.9% |
| 10Y | +250.0% | +50.1% | +199.9% | +204.7% |
| All | +7,238.0% | +4,870.0% | +2,368.0% | +3,137.4% |
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 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