+10.1%
NEE vs CME
+75.4%
-65.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | -1.7% | +4.2% | -5.9% | -2.8% |
| 3M | -1.8% | +7.3% | -9.2% | -3.9% |
| 6M | -8.8% | -11.4% | +2.6% | -5.9% |
| YTD | +5.2% | +3.5% | +1.7% | +3.5% |
| 1Y | +21.3% | +8.6% | +12.7% | +17.4% |
| 3Y | +35.2% | +51.6% | -16.4% | +16.3% |
| 5Y | +10.1% | +75.3% | -65.1% | -8.4% |
| All | +10.1% | +75.4% | -65.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling