-5.0%
CMG vs NXPI
+16.4%
-21.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | +12.9% | -4.2% | +17.1% | +14.1% |
| 3M | +18.8% | -20.4% | +39.2% | +24.6% |
| 6M | +4.1% | +12.5% | -8.4% | -4.0% |
| YTD | -2.4% | +5.2% | -7.6% | -8.6% |
| 1Y | -6.7% | +5.1% | -11.8% | -13.1% |
| 3Y | -7.1% | +17.7% | -24.8% | -22.1% |
| 5Y | -5.0% | +16.8% | -21.8% | -23.6% |
| All | -5.0% | +16.4% | -21.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling