+105.9%
CSCO vs NEE
+14.3%
+91.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | +6.6% | -3.4% | +9.9% | +7.2% |
| 30D | -11.3% | +9.0% | -20.4% | -12.7% |
| 3M | -17.3% | +0.2% | -17.5% | -17.4% |
| 6M | +3.5% | -8.5% | +12.0% | +4.9% |
| YTD | +34.9% | +8.6% | +26.3% | +32.1% |
| 1Y | +40.5% | +2.2% | +38.3% | +39.1% |
| 3Y | +109.3% | +69.1% | +40.2% | +80.0% |
| 5Y | +105.9% | +13.0% | +92.8% | +96.3% |
| All | +105.9% | +14.3% | +91.6% | +96.3% |
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