+2,236.9%
CMCSA vs NEE
+7,238.0%
-5,001.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.9% |
| 30D | +7.0% | -2.2% | +9.2% | +7.9% |
| 3M | +15.1% | -1.2% | +16.3% | +15.5% |
| 6M | -15.4% | -8.6% | -6.8% | -12.4% |
| YTD | -1.9% | +6.2% | -8.1% | -4.8% |
| 1Y | -12.7% | +21.1% | -33.8% | -20.1% |
| 3Y | -31.0% | +36.4% | -67.4% | -42.4% |
| 5Y | -46.1% | +11.4% | -57.5% | -52.0% |
| 10Y | +10.8% | +250.0% | -239.1% | -44.2% |
| All | +2,236.9% | +7,238.0% | -5,001.1% | +196.0% |
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 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