+19.4%
NEE vs CME
+9.1%
+10.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -1.9% | -2.4% | +0.4% | -1.7% |
| 30D | -3.1% | +6.2% | -9.3% | -3.7% |
| 3M | -2.4% | +4.4% | -6.8% | -2.5% |
| 6M | -8.6% | -9.6% | +1.0% | -7.2% |
| YTD | +4.9% | +3.8% | +1.2% | +4.8% |
| 1Y | +19.4% | +9.5% | +9.8% | +20.7% |
| All | +19.4% | +9.1% | +10.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling