+11.0%
NEE vs CLBK
+41.8%
-30.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | -1.4% | -0.6% | -1.8% |
| 30D | -3.1% | +4.5% | -7.7% | -3.6% |
| 3M | -2.4% | +22.8% | -25.2% | -4.4% |
| 6M | -8.6% | +43.4% | -52.0% | -11.9% |
| YTD | +4.9% | +64.1% | -59.2% | -0.2% |
| 1Y | +19.4% | +67.6% | -48.2% | +13.1% |
| 3Y | +34.9% | +53.3% | -18.4% | +27.5% |
| 5Y | +11.0% | +44.8% | -33.8% | +7.9% |
| All | +11.0% | +41.8% | -30.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling