+325.9%
CMG vs NXPI
+208.4%
+117.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.5% | +6.8% | -4.3% | +0.5% |
| 30D | +15.6% | +20.0% | -4.4% | +9.1% |
| 3M | +8.2% | +14.8% | -6.6% | +3.2% |
| 6M | +9.9% | -10.5% | +20.3% | +11.0% |
| YTD | -4.6% | +23.7% | -28.4% | -15.7% |
| 1Y | +12.4% | +34.1% | -21.6% | -3.7% |
| 3Y | -18.0% | +51.2% | -69.2% | -36.6% |
| 5Y | -5.3% | +33.4% | -38.7% | -26.0% |
| All | +325.9% | +208.4% | +117.5% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling