+377.3%
CSCO vs NEE
+243.3%
+134.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.7% | -1.7% | -9.0% | -10.3% |
| 3M | -8.7% | -1.8% | -6.9% | -8.4% |
| 6M | +44.9% | -8.8% | +53.7% | +48.2% |
| YTD | +44.1% | +5.2% | +38.9% | +40.8% |
| 1Y | +65.9% | +21.3% | +44.5% | +54.5% |
| 3Y | +109.0% | +35.2% | +73.8% | +80.7% |
| 5Y | +114.8% | +10.1% | +104.6% | +98.1% |
| 10Y | +377.3% | +253.2% | +124.1% | +201.3% |
| All | +377.3% | +243.3% | +134.0% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling