+7,238.0%
NEE vs CTAS
+23,129.2%
-15,891.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.9% | -1.8% | +3.8% | +2.3% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | -1.2% | +11.7% | -12.9% | -3.5% |
| 6M | -8.6% | +0.7% | -9.3% | -9.0% |
| YTD | +6.2% | +7.4% | -1.2% | +4.2% |
| 1Y | +21.1% | -2.1% | +23.2% | +21.0% |
| 3Y | +36.4% | +62.9% | -26.5% | +22.5% |
| 5Y | +11.4% | +111.9% | -100.5% | -5.0% |
| 10Y | +250.0% | +652.2% | -402.2% | +136.5% |
| All | +7,238.0% | +23,129.2% | -15,891.3% | +3,267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling