+244.8%
NEE vs CRH
+253.3%
-8.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.3% | -6.1% | +4.7% | 0.0% |
| 30D | -3.3% | -9.3% | +5.9% | -1.2% |
| 3M | -2.3% | -15.2% | +12.9% | +1.2% |
| 6M | -8.9% | -14.2% | +5.3% | -6.2% |
| YTD | +4.8% | -28.3% | +33.0% | +12.2% |
| 1Y | +18.7% | -21.8% | +40.5% | +24.2% |
| 3Y | +33.2% | +71.6% | -38.4% | +10.1% |
| 5Y | +10.9% | +96.6% | -85.8% | -13.8% |
| All | +244.8% | +253.3% | -8.5% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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