+114.8%
CSCO vs NEE
+9.6%
+105.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.7% | -1.7% | -9.0% | -10.5% |
| 3M | -8.7% | -1.8% | -6.9% | -8.5% |
| 6M | +44.9% | -8.8% | +53.7% | +46.9% |
| YTD | +44.1% | +5.2% | +38.9% | +42.1% |
| 1Y | +65.9% | +21.3% | +44.5% | +58.7% |
| 3Y | +109.0% | +35.2% | +73.8% | +91.3% |
| 5Y | +114.8% | +10.1% | +104.6% | +105.0% |
| All | +114.8% | +9.6% | +105.2% | +105.0% |
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 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