+7,238.0%
NEE vs CMS
+457.8%
+6,780.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.9% | +0.4% | +1.6% | +1.8% |
| 30D | -2.2% | -3.6% | +1.4% | -0.7% |
| 3M | -1.2% | -1.9% | +0.7% | -0.5% |
| 6M | -8.6% | -11.0% | +2.4% | -4.1% |
| YTD | +6.2% | +0.2% | +6.0% | +6.1% |
| 1Y | +21.1% | -1.3% | +22.4% | +21.8% |
| 3Y | +36.4% | +35.9% | +0.5% | +21.8% |
| 5Y | +11.4% | +23.1% | -11.7% | +3.6% |
| 10Y | +250.0% | +117.9% | +132.1% | +171.1% |
| All | +7,238.0% | +457.8% | +6,780.2% | +3,749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling