+1,050.4%
CAT vs NXPI
+2,077.5%
-1,027.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -10.3% | -4.4% | -5.9% | -9.0% |
| 30D | -31.2% | +5.6% | -36.8% | -32.6% |
| 3M | -34.7% | +7.6% | -42.3% | -36.4% |
| 6M | -39.5% | -17.6% | -21.9% | -36.0% |
| YTD | -1.7% | +15.9% | -17.5% | -7.9% |
| 1Y | -1.1% | +22.4% | -23.5% | -9.1% |
| 3Y | +143.9% | +43.2% | +100.6% | +107.0% |
| 5Y | +194.8% | +21.4% | +173.4% | +155.2% |
| 10Y | +739.8% | +186.8% | +553.0% | +426.9% |
| All | +1,050.4% | +2,077.5% | -1,027.1% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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