+10.9%
NEE vs CLS
+3,459.5%
-3,448.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.2% | +0.4% |
| 7D | +1.1% | +12.8% | -11.7% | +0.9% |
| 30D | -0.2% | +3.8% | -4.0% | -0.3% |
| 3M | +0.5% | -14.6% | +15.2% | +0.7% |
| 6M | -6.5% | +32.2% | -38.8% | -7.3% |
| YTD | +6.7% | +11.6% | -4.9% | +6.0% |
| 1Y | +23.6% | +35.1% | -11.4% | +22.1% |
| 3Y | +37.1% | +1,312.5% | -1,275.4% | +12.7% |
| 5Y | +10.9% | +3,542.1% | -3,531.1% | -22.0% |
| All | +10.9% | +3,459.5% | -3,448.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling