+25,808.1%
CAT vs NEE
+7,238.0%
+18,570.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -6.6% | -2.2% | -4.4% | -5.8% |
| 3M | -13.3% | -1.2% | -12.1% | -13.1% |
| 6M | +11.6% | -8.6% | +20.2% | +15.1% |
| YTD | +42.9% | +6.2% | +36.8% | +39.7% |
| 1Y | +95.4% | +21.1% | +74.3% | +81.8% |
| 3Y | +196.6% | +36.4% | +160.2% | +153.9% |
| 5Y | +321.7% | +11.4% | +310.3% | +281.8% |
| 10Y | +1,140.8% | +250.0% | +890.8% | +578.8% |
| All | +25,808.1% | +7,238.0% | +18,570.1% | +4,539.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling