+281.9%
NEE vs CMS
+127.7%
+154.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | +2.2% | -0.9% | +3.1% | +3.0% |
| 30D | +12.3% | +7.1% | +5.2% | +6.0% |
| 3M | +3.4% | -1.3% | +4.7% | +4.5% |
| 6M | -5.3% | -2.7% | -2.7% | -3.4% |
| YTD | +10.6% | +2.6% | +7.9% | +7.8% |
| 1Y | +6.5% | -2.0% | +8.5% | +7.9% |
| 3Y | +73.5% | +39.6% | +33.9% | +31.0% |
| 5Y | +17.0% | +35.3% | -18.4% | -10.4% |
| 10Y | +281.9% | +132.3% | +149.5% | +93.5% |
| All | +281.9% | +127.7% | +154.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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