+245.4%
NEE vs CLF
+108.7%
+136.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +1.1% | +6.5% | -5.4% | +0.7% |
| 30D | -0.2% | +0.2% | -0.5% | -0.3% |
| 3M | +0.5% | -3.1% | +3.6% | +0.4% |
| 6M | -6.5% | +25.0% | -31.6% | -8.3% |
| YTD | +6.7% | -7.5% | +14.2% | +6.3% |
| 1Y | +23.6% | +11.5% | +12.1% | +21.1% |
| 3Y | +37.1% | -13.7% | +50.8% | +33.9% |
| 5Y | +10.9% | -47.0% | +57.9% | +10.1% |
| 10Y | +245.4% | +116.3% | +129.0% | +190.5% |
| All | +245.4% | +108.7% | +136.7% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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