+284.2%
NEE vs CLS
+1,916.3%
-1,632.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.1% |
| 7D | -2.1% | +16.3% | -18.4% | -2.9% |
| 30D | +8.6% | -25.7% | +34.3% | +10.0% |
| 3M | -0.3% | -30.9% | +30.6% | +1.2% |
| 6M | -8.9% | -35.5% | +26.6% | -7.8% |
| YTD | +8.3% | -18.7% | +27.0% | +7.2% |
| 1Y | +4.3% | -17.9% | +22.2% | +2.8% |
| 3Y | +70.7% | +838.1% | -767.4% | +23.5% |
| 5Y | +12.8% | +1,971.9% | -1,959.1% | -29.7% |
| All | +284.2% | +1,916.3% | -1,632.1% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling