+281.9%
NEE vs CLF
+92.7%
+189.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.5% |
| 7D | +2.2% | -14.1% | +16.2% | +2.9% |
| 30D | +12.3% | -5.5% | +17.8% | +12.3% |
| 3M | +3.4% | 0.0% | +3.4% | +2.9% |
| 6M | -5.3% | +11.3% | -16.6% | -6.7% |
| YTD | +10.6% | -7.7% | +18.2% | +9.7% |
| 1Y | +6.5% | +17.5% | -11.1% | +3.9% |
| 3Y | +73.5% | -25.4% | +99.0% | +70.6% |
| 5Y | +17.0% | -46.0% | +62.9% | +15.7% |
| 10Y | +281.9% | +80.1% | +201.8% | +221.2% |
| All | +281.9% | +92.7% | +189.2% | +221.2% |
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