+15.2%
NEE vs CTAS
+118.7%
-103.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +9.5% | +10.7% | -1.2% | +5.2% |
| 3M | +1.0% | +11.0% | -9.9% | -3.2% |
| 6M | -8.0% | +38.7% | -46.7% | -20.2% |
| YTD | +9.4% | +21.8% | -12.3% | +0.1% |
| 1Y | +3.1% | +23.6% | -20.4% | -6.4% |
| 3Y | +70.5% | +74.9% | -4.5% | +23.4% |
| 5Y | +15.2% | +119.5% | -104.3% | -29.2% |
| All | +15.2% | +118.7% | -103.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling