+206,635.6%
CSCO vs NEE
+7,894.4%
+198,741.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | +6.6% | -3.4% | +9.9% | +7.7% |
| 30D | -11.3% | +9.0% | -20.4% | -13.9% |
| 3M | -17.3% | +0.2% | -17.5% | -17.6% |
| 6M | +3.5% | -8.5% | +12.0% | +6.0% |
| YTD | +34.9% | +8.6% | +26.3% | +30.1% |
| 1Y | +40.5% | +2.2% | +38.3% | +38.0% |
| 3Y | +109.3% | +69.1% | +40.2% | +68.7% |
| 5Y | +105.9% | +13.0% | +92.8% | +86.7% |
| 10Y | +335.8% | +288.0% | +47.8% | +154.7% |
| All | +206,635.6% | +7,894.4% | +198,741.2% | +45,624.4% |
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