+285.0%
NEE vs CME
+305.5%
-20.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.4% | +2.7% | -6.0% | -4.3% |
| 30D | +9.0% | +13.5% | -4.4% | +4.2% |
| 3M | +0.2% | +20.9% | -20.7% | -6.6% |
| 6M | -8.5% | +11.5% | -20.0% | -12.5% |
| YTD | +8.6% | +19.5% | -10.9% | +0.7% |
| 1Y | +2.2% | +17.2% | -15.1% | -4.7% |
| 3Y | +69.1% | +65.1% | +4.0% | +36.6% |
| 5Y | +13.0% | +73.1% | -60.1% | -11.6% |
| All | +285.0% | +305.5% | -20.6% | +181.3% |
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