+1,126.0%
CAT vs NEE
+248.4%
+877.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +5.6% | +1.1% | +4.5% | +5.3% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | -10.0% | +0.5% | -10.5% | -10.2% |
| 6M | +21.2% | -6.5% | +27.8% | +23.4% |
| YTD | +44.4% | +6.7% | +37.7% | +42.2% |
| 1Y | +96.3% | +23.6% | +72.7% | +85.9% |
| 3Y | +203.9% | +37.1% | +166.8% | +171.5% |
| 5Y | +333.5% | +10.9% | +322.6% | +307.0% |
| 10Y | +1,126.0% | +245.4% | +880.7% | +927.9% |
| All | +1,126.0% | +248.4% | +877.6% | +927.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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