+7,273.1%
NEE vs CRS
+9,808.6%
-2,535.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.9% |
| 7D | +1.1% | -3.1% | +4.2% | +1.5% |
| 30D | -0.2% | -19.6% | +19.4% | +2.5% |
| 3M | +0.5% | -8.1% | +8.6% | +1.2% |
| 6M | -6.5% | +18.6% | -25.1% | -9.2% |
| YTD | +6.7% | +45.9% | -39.2% | +0.7% |
| 1Y | +23.6% | +82.5% | -58.9% | +12.7% |
| 3Y | +37.1% | +648.9% | -611.8% | +1.2% |
| 5Y | +10.9% | +1,438.1% | -1,427.2% | -27.3% |
| 10Y | +245.4% | +1,327.0% | -1,081.6% | +108.2% |
| All | +7,273.1% | +9,808.6% | -2,535.5% | +3,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling