+37.1%
NEE vs CLS
+1,316.2%
-1,279.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.2% | +0.6% |
| 7D | +1.1% | +12.8% | -11.7% | +1.3% |
| 30D | -0.2% | +3.8% | -4.0% | -0.1% |
| 3M | +0.5% | -14.6% | +15.2% | +0.4% |
| 6M | -6.5% | +32.2% | -38.8% | -5.7% |
| YTD | +6.7% | +11.6% | -4.9% | +7.3% |
| 1Y | +23.6% | +35.1% | -11.4% | +25.5% |
| 3Y | +37.1% | +1,312.5% | -1,275.4% | +52.9% |
| All | +37.1% | +1,316.2% | -1,279.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling