+11.4%
NEE vs CMI
+10.9%
+0.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.6% | +5.2% |
| 7D | +9.2% | -11.2% | +20.4% | +10.1% |
| 30D | +16.0% | -9.8% | +25.8% | +16.6% |
| 3M | +2.2% | -25.5% | +27.7% | +4.7% |
| 6M | -6.0% | -27.7% | +21.6% | -3.9% |
| YTD | +12.6% | -6.6% | +19.2% | +9.5% |
| 1Y | +11.4% | +11.7% | -0.3% | +6.4% |
| All | +11.4% | +10.9% | +0.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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