+244.8%
NEE vs CMI
+516.5%
-271.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -3.3% | -12.4% | +9.1% | -0.3% |
| 3M | -2.3% | -14.8% | +12.5% | +1.0% |
| 6M | -8.9% | +0.8% | -9.7% | -10.2% |
| YTD | +4.8% | +10.2% | -5.4% | +0.4% |
| 1Y | +18.7% | +37.4% | -18.7% | +7.1% |
| 3Y | +33.2% | +153.3% | -120.0% | -0.3% |
| 5Y | +10.9% | +167.6% | -156.7% | -19.3% |
| All | +244.8% | +516.5% | -271.6% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling