+3,022.5%
NEE vs CRL
+1,647.7%
+1,374.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.4% | +8.9% | -12.2% | -4.7% |
| 30D | +9.0% | +14.0% | -4.9% | +6.4% |
| 3M | +0.2% | +19.8% | -19.7% | -3.2% |
| 6M | -8.5% | +102.0% | -110.5% | -18.9% |
| YTD | +8.6% | +70.8% | -62.3% | -2.2% |
| 1Y | +2.2% | +98.7% | -96.6% | -10.3% |
| 3Y | +69.1% | +98.2% | -29.1% | +43.2% |
| 5Y | +13.0% | -11.7% | +24.7% | +7.8% |
| 10Y | +288.0% | +356.7% | -68.7% | +179.6% |
| All | +3,022.5% | +1,647.7% | +1,374.8% | +1,749.9% |
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