+11.5%
NEE vs CLX
-20.8%
+32.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.1% | +9.5% | -11.6% | -4.1% |
| 30D | +8.6% | +30.7% | -22.1% | +2.3% |
| 3M | -0.3% | +4.2% | -4.5% | -1.6% |
| 6M | -8.9% | +22.1% | -31.0% | -13.4% |
| YTD | +8.3% | +14.1% | -5.7% | +4.1% |
| 1Y | +4.3% | +10.3% | -6.1% | +0.9% |
| 3Y | +70.7% | -7.8% | +78.5% | +72.3% |
| All | +11.5% | -20.8% | +32.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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