+244.8%
NEE vs CME
+282.4%
-37.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.3% | -1.6% | +0.2% | -0.8% |
| 30D | -3.3% | +5.6% | -8.9% | -5.2% |
| 3M | -2.3% | +5.6% | -7.8% | -4.5% |
| 6M | -8.9% | -8.3% | -0.6% | -6.6% |
| YTD | +4.8% | +4.3% | +0.4% | +2.2% |
| 1Y | +18.7% | +9.1% | +9.6% | +13.7% |
| 3Y | +33.2% | +52.1% | -18.8% | +11.3% |
| 5Y | +10.9% | +79.7% | -68.8% | -14.3% |
| All | +244.8% | +282.4% | -37.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling