+1,063.6%
CMG vs NXPI
+2,224.8%
-1,161.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.5% | +6.8% | -4.3% | +0.9% |
| 30D | +15.6% | +20.0% | -4.4% | +10.5% |
| 3M | +8.2% | +14.8% | -6.6% | +4.2% |
| 6M | +9.9% | -10.5% | +20.3% | +10.8% |
| YTD | -4.6% | +23.7% | -28.4% | -12.9% |
| 1Y | +12.4% | +34.1% | -21.6% | +0.4% |
| 3Y | -18.0% | +51.2% | -69.2% | -31.4% |
| 5Y | -5.3% | +33.4% | -38.7% | -19.9% |
| 10Y | +344.2% | +209.2% | +135.0% | +196.0% |
| All | +1,063.6% | +2,224.8% | -1,161.2% | +471.6% |
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 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