+8.8%
NEE vs CRBG
+117.3%
-108.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | -3.3% | +2.6% | -6.0% | -3.7% |
| 3M | -2.3% | +24.0% | -26.2% | -5.0% |
| 6M | -8.9% | +50.5% | -59.4% | -13.7% |
| YTD | +4.8% | +17.1% | -12.4% | +2.2% |
| 1Y | +18.7% | +5.9% | +12.8% | +17.4% |
| 3Y | +33.2% | +122.7% | -89.5% | +10.1% |
| All | +8.8% | +117.3% | -108.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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