+10.1%
NEE vs CRL
-37.6%
+47.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.5% | -4.6% | +4.1% | 0.0% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | -1.8% | +46.6% | -48.5% | -6.4% |
| 6M | -8.8% | +57.3% | -66.1% | -14.4% |
| YTD | +5.2% | +39.5% | -34.3% | +0.1% |
| 1Y | +21.3% | +76.9% | -55.5% | +11.1% |
| 3Y | +35.2% | +39.4% | -4.2% | +24.0% |
| 5Y | +10.1% | -37.2% | +47.3% | +15.1% |
| All | +10.1% | -37.6% | +47.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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