+183.3%
CAT vs NEE
+16.3%
+167.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -10.3% | +3.9% | -14.2% | -11.0% |
| 30D | -31.2% | +12.8% | -44.0% | -33.0% |
| 3M | -34.7% | +3.6% | -38.2% | -35.2% |
| 6M | -39.5% | -7.5% | -32.0% | -38.6% |
| YTD | -1.7% | +10.7% | -12.3% | -3.5% |
| 1Y | -1.1% | +9.1% | -10.2% | -2.7% |
| 3Y | +143.9% | +61.0% | +82.9% | +115.2% |
| All | +183.3% | +16.3% | +167.0% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling