+11.5%
NEE vs CRL
-12.1%
+23.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.6% | +11.9% | -3.3% | +6.9% |
| 3M | -0.3% | +20.2% | -20.4% | -2.8% |
| 6M | -8.9% | +107.5% | -116.5% | -17.1% |
| YTD | +8.3% | +69.4% | -61.1% | +0.5% |
| 1Y | +4.3% | +99.7% | -95.5% | -5.8% |
| 3Y | +70.7% | +98.8% | -28.0% | +47.3% |
| All | +11.5% | -12.1% | +23.6% | +16.4% |
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