+1,146.4%
CAT vs NXPI
+2,244.1%
-1,097.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +9.3% | +9.4% | 0.0% | +6.3% |
| 30D | -21.5% | +18.1% | -39.6% | -25.8% |
| 3M | -29.1% | +15.0% | -44.1% | -32.4% |
| 6M | -33.4% | -8.4% | -24.9% | -31.8% |
| YTD | +6.6% | +24.8% | -18.2% | -2.5% |
| 1Y | +6.5% | +33.3% | -26.8% | -4.7% |
| 3Y | +162.7% | +51.0% | +111.7% | +119.3% |
| 5Y | +214.2% | +34.5% | +179.7% | +163.5% |
| 10Y | +705.2% | +211.8% | +493.4% | +392.5% |
| All | +1,146.4% | +2,244.1% | -1,097.7% | +311.0% |
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