+2,954.4%
NEE vs CRL
+1,379.5%
+1,575.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | +1.9% | -1.0% | +3.0% | +2.1% |
| 30D | -2.2% | +10.7% | -12.8% | -3.7% |
| 3M | -1.2% | +55.3% | -56.5% | -8.1% |
| 6M | -8.6% | +60.7% | -69.2% | -16.1% |
| YTD | +6.2% | +44.6% | -38.4% | -1.2% |
| 1Y | +21.1% | +77.7% | -56.6% | +8.5% |
| 3Y | +36.4% | +37.6% | -1.2% | +23.2% |
| 5Y | +11.4% | -35.8% | +47.2% | +12.2% |
| 10Y | +250.0% | +241.7% | +8.2% | +164.4% |
| All | +2,954.4% | +1,379.5% | +1,575.0% | +1,767.3% |
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