-8.6%
NEE vs CLS
+19.5%
-28.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | +1.9% | +4.6% | -2.6% | +1.9% |
| 30D | -2.2% | -13.9% | +11.7% | -2.1% |
| 3M | -1.2% | -26.6% | +25.4% | -0.8% |
| 6M | -8.6% | +15.4% | -24.0% | -12.4% |
| All | -8.6% | +19.5% | -28.1% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling