+2,304.0%
NEE vs CME
+7,469.3%
-5,165.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.9% | -1.6% | +3.5% | +2.3% |
| 30D | -2.2% | +6.2% | -8.4% | -3.5% |
| 3M | -1.2% | +10.4% | -11.6% | -3.6% |
| 6M | -8.6% | -9.5% | +1.0% | -6.9% |
| YTD | +6.2% | +6.0% | +0.2% | +4.3% |
| 1Y | +21.1% | +9.3% | +11.8% | +18.0% |
| 3Y | +36.4% | +57.7% | -21.3% | +21.7% |
| 5Y | +11.4% | +77.7% | -66.3% | -3.6% |
| 10Y | +250.0% | +281.2% | -31.2% | +159.2% |
| All | +2,304.0% | +7,469.3% | -5,165.3% | +1,080.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling