+17.6%
NEE vs CMS
+32.6%
-15.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | +0.3% |
| 7D | +3.9% | -1.3% | +5.2% | +5.1% |
| 30D | +12.8% | +6.3% | +6.5% | +7.1% |
| 3M | +3.6% | -2.1% | +5.6% | +5.3% |
| 6M | -7.5% | -5.1% | -2.4% | -3.6% |
| YTD | +10.7% | +1.3% | +9.4% | +9.0% |
| 1Y | +9.1% | -1.4% | +10.5% | +9.9% |
| 3Y | +61.0% | +36.9% | +24.1% | +23.0% |
| All | +17.6% | +32.6% | -15.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling