+220,352.3%
CSCO vs NEE
+7,720.0%
+212,632.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | -10.1% | -2.2% | -8.0% | -9.5% |
| 3M | -15.7% | -1.2% | -14.5% | -15.6% |
| 6M | +36.3% | -8.6% | +44.8% | +39.5% |
| YTD | +43.8% | +6.2% | +37.6% | +40.0% |
| 1Y | +63.9% | +21.1% | +42.8% | +52.5% |
| 3Y | +104.4% | +36.4% | +68.0% | +76.4% |
| 5Y | +111.4% | +11.4% | +100.0% | +92.7% |
| 10Y | +361.7% | +250.0% | +111.7% | +179.0% |
| All | +220,352.3% | +7,720.0% | +212,632.3% | +49,107.0% |
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 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