+61.0%
NEE vs CMS
+35.4%
+25.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | +0.4% |
| 7D | +3.9% | -1.3% | +5.2% | +5.1% |
| 30D | +12.8% | +6.3% | +6.5% | +6.9% |
| 3M | +3.6% | -2.1% | +5.6% | +5.4% |
| 6M | -7.5% | -5.1% | -2.4% | -3.4% |
| YTD | +10.7% | +1.3% | +9.4% | +8.6% |
| 1Y | +9.1% | -1.4% | +10.5% | +9.7% |
| 3Y | +61.0% | +36.9% | +24.1% | +17.1% |
| All | +61.0% | +35.4% | +25.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling