+19.4%
NEE vs CLS
+28.7%
-9.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.2% |
| 7D | -1.9% | +5.0% | -6.9% | -2.0% |
| 30D | -3.1% | +4.8% | -7.9% | -3.2% |
| 3M | -2.4% | -10.4% | +8.0% | -2.4% |
| 6M | -8.6% | +20.8% | -29.4% | -9.3% |
| YTD | +4.9% | +10.0% | -5.1% | +4.1% |
| 1Y | +19.4% | +28.5% | -9.1% | +19.5% |
| All | +19.4% | +28.7% | -9.4% | +19.5% |
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