+245.4%
NEE vs CTAS
+675.6%
-430.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -3.1% | -3.1% | 0.0% | -2.1% |
| 3M | -2.4% | +10.3% | -12.7% | -6.3% |
| 6M | -8.6% | +1.6% | -10.2% | -9.8% |
| YTD | +4.9% | +6.3% | -1.4% | +1.7% |
| 1Y | +19.4% | -0.5% | +19.9% | +18.4% |
| 3Y | +34.9% | +64.6% | -29.7% | +8.3% |
| 5Y | +11.0% | +106.0% | -95.0% | -18.6% |
| All | +245.4% | +675.6% | -430.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling