+11.4%
NEE vs CLS
-28.7%
+40.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.1% | +13.9% | +4.8% |
| 7D | +9.2% | -21.1% | +30.3% | +9.0% |
| 30D | +16.0% | -38.2% | +54.2% | +16.0% |
| 3M | +2.2% | -36.3% | +38.5% | +2.1% |
| 6M | -6.0% | -43.8% | +37.8% | -5.9% |
| YTD | +12.6% | -20.0% | +32.6% | +10.9% |
| 1Y | +11.4% | -29.6% | +41.0% | +10.0% |
| All | +11.4% | -28.7% | +40.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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