+7,169.4%
NEE vs CMI
+19,556.0%
-12,386.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -1.7% | -12.3% | +10.6% | +0.4% |
| 3M | -1.8% | -16.8% | +15.0% | +0.8% |
| 6M | -8.8% | +1.5% | -10.4% | -9.7% |
| YTD | +5.2% | +9.8% | -4.6% | +2.6% |
| 1Y | +21.3% | +42.6% | -21.2% | +13.1% |
| 3Y | +35.2% | +151.0% | -115.8% | +13.6% |
| 5Y | +10.1% | +167.0% | -156.9% | -9.0% |
| 10Y | +253.2% | +512.2% | -258.9% | +150.8% |
| All | +7,169.4% | +19,556.0% | -12,386.6% | +3,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling