+2,513.5%
NEE vs CLS
+3,265.4%
-751.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | +1.9% | +4.6% | -2.6% | +1.6% |
| 30D | -2.2% | -13.9% | +11.7% | -1.4% |
| 3M | -1.2% | -26.6% | +25.4% | +0.2% |
| 6M | -8.6% | +15.4% | -24.0% | -10.5% |
| YTD | +6.2% | +5.7% | +0.5% | +4.3% |
| 1Y | +21.1% | +41.1% | -20.0% | +15.9% |
| 3Y | +36.4% | +1,228.6% | -1,192.2% | +6.7% |
| 5Y | +11.4% | +3,240.6% | -3,229.3% | -20.0% |
| 10Y | +250.0% | +2,760.3% | -2,510.4% | +145.1% |
| All | +2,513.5% | +3,265.4% | -751.9% | +1,840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling