+3,016.3%
NEE vs CRL
+1,633.2%
+1,383.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -0.3% | +20.2% | -20.4% | -3.7% |
| 6M | -8.9% | +107.5% | -116.5% | -19.6% |
| YTD | +8.3% | +69.4% | -61.1% | -2.2% |
| 1Y | +4.3% | +99.7% | -95.5% | -8.5% |
| 3Y | +70.7% | +98.8% | -28.0% | +44.4% |
| 5Y | +12.8% | -12.4% | +25.2% | +7.7% |
| 10Y | +287.2% | +352.9% | -65.6% | +179.4% |
| All | +3,016.3% | +1,633.2% | +1,383.1% | +1,748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling