+2,441.3%
CLS vs NXPI
+2,193.8%
+247.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | -13.9% | -0.5% | -13.4% | -13.4% |
| 30D | -38.2% | +15.0% | -53.1% | -41.6% |
| 3M | -28.8% | +12.6% | -41.4% | -32.2% |
| 6M | -40.4% | -10.6% | -29.8% | -37.4% |
| YTD | -24.3% | +22.1% | -46.3% | -31.0% |
| 1Y | -35.0% | +29.8% | -64.8% | -42.4% |
| 3Y | +778.7% | +47.8% | +730.9% | +639.5% |
| 5Y | +1,884.8% | +33.9% | +1,851.0% | +1,593.3% |
| 10Y | +1,761.1% | +208.7% | +1,552.4% | +1,054.5% |
| All | +2,441.3% | +2,193.8% | +247.5% | +713.7% |
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