+18.7%
NEE vs CRS
+79.6%
-60.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -1.3% | -6.8% | +5.4% | -0.9% |
| 30D | -3.3% | -16.1% | +12.8% | -2.2% |
| 3M | -2.3% | -21.2% | +18.9% | -0.9% |
| 6M | -8.9% | +8.7% | -17.5% | -10.3% |
| YTD | +4.8% | +41.0% | -36.2% | +1.1% |
| 1Y | +18.7% | +82.7% | -63.9% | +13.0% |
| All | +18.7% | +79.6% | -60.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling