+1,572.1%
CAT vs NXPI
+1,889.2%
-317.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.1% |
| 30D | -6.6% | -1.4% | -5.1% | -6.2% |
| 3M | -13.3% | -29.1% | +15.8% | -3.4% |
| 6M | +11.6% | +6.2% | +5.4% | +8.1% |
| YTD | +42.9% | +5.9% | +37.1% | +38.3% |
| 1Y | +95.4% | +2.9% | +92.6% | +90.0% |
| 3Y | +196.6% | +14.5% | +182.1% | +170.6% |
| 5Y | +321.7% | +17.1% | +304.6% | +270.4% |
| 10Y | +1,140.8% | +193.4% | +947.4% | +676.8% |
| All | +1,572.1% | +1,889.2% | -317.0% | +482.9% |
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