+5.8%
CAT vs NEE
+6.1%
-0.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | -2.4% | +2.2% | -4.6% | -3.1% |
| 30D | -25.0% | +12.3% | -37.3% | -28.9% |
| 3M | -28.7% | +3.4% | -32.1% | -29.4% |
| 6M | -33.0% | -5.3% | -27.7% | -29.9% |
| YTD | +5.4% | +10.6% | -5.1% | -0.8% |
| All | +5.8% | +6.1% | -0.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling