+19.4%
NEE vs CLF
+8.7%
+10.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.9% | -3.7% | +1.7% | -1.8% |
| 30D | -3.1% | -4.7% | +1.5% | -3.0% |
| 3M | -2.4% | -4.7% | +2.3% | -2.4% |
| 6M | -8.6% | +24.0% | -32.6% | -9.5% |
| YTD | +4.9% | -10.9% | +15.8% | +5.4% |
| 1Y | +19.4% | +4.0% | +15.3% | +17.1% |
| All | +19.4% | +8.7% | +10.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling