+285.0%
NEE vs CTAS
+817.6%
-532.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -3.4% | +0.5% | -3.8% | -3.5% |
| 30D | +9.0% | +10.2% | -1.2% | +5.2% |
| 3M | +0.2% | +12.1% | -11.9% | -4.0% |
| 6M | -8.5% | +38.3% | -46.8% | -19.4% |
| YTD | +8.6% | +21.9% | -13.3% | 0.0% |
| 1Y | +2.2% | +24.0% | -21.9% | -6.6% |
| 3Y | +69.1% | +75.1% | -6.0% | +32.9% |
| 5Y | +13.0% | +116.9% | -103.9% | -19.0% |
| All | +285.0% | +817.6% | -532.7% | +91.6% |
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