+7,539.6%
NEE vs CLF
+698.4%
+6,841.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.7% |
| 7D | +2.2% | -14.1% | +16.2% | +3.2% |
| 30D | +12.3% | -5.5% | +17.8% | +12.3% |
| 3M | +3.4% | 0.0% | +3.4% | +2.7% |
| 6M | -5.3% | +11.3% | -16.6% | -7.2% |
| YTD | +10.6% | -7.7% | +18.2% | +9.3% |
| 1Y | +6.5% | +17.5% | -11.1% | +3.0% |
| 3Y | +73.5% | -25.4% | +99.0% | +68.8% |
| 5Y | +17.0% | -46.0% | +62.9% | +14.6% |
| 10Y | +281.9% | +80.1% | +201.8% | +207.0% |
| All | +7,539.6% | +698.4% | +6,841.2% | +4,214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling