-46.7%
CMCSA vs NEE
+9.7%
-56.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | -5.6% | -1.9% | -3.6% | -5.1% |
| 30D | -1.9% | -3.1% | +1.3% | -1.1% |
| 3M | +6.4% | -2.4% | +8.9% | +7.0% |
| 6M | -16.9% | -8.6% | -8.3% | -15.2% |
| YTD | -6.8% | +4.9% | -11.7% | -7.8% |
| 1Y | -15.9% | +19.4% | -35.3% | -19.3% |
| 3Y | -33.4% | +34.9% | -68.3% | -39.1% |
| 5Y | -46.7% | +11.0% | -57.7% | -51.3% |
| All | -46.7% | +9.7% | -56.4% | -51.3% |
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 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