+107.9%
CSCO vs NEE
+36.8%
+71.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | -10.1% | -0.2% | -9.9% | -10.1% |
| 3M | -11.7% | +0.5% | -12.3% | -11.8% |
| 6M | +40.1% | -6.5% | +46.6% | +40.6% |
| YTD | +43.8% | +6.7% | +37.1% | +42.8% |
| 1Y | +66.6% | +23.6% | +43.0% | +63.3% |
| All | +107.9% | +36.8% | +71.1% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling