+212.4%
NXPI vs CAG
-37.3%
+249.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.9% |
| 7D | +6.8% | -3.3% | +10.1% | +7.1% |
| 30D | +20.0% | +7.7% | +12.4% | +19.0% |
| 3M | +14.8% | -3.2% | +18.0% | +14.9% |
| 6M | -10.5% | +7.0% | -17.4% | -11.4% |
| YTD | +23.7% | -9.0% | +32.7% | +24.6% |
| 1Y | +34.1% | -9.6% | +43.7% | +35.0% |
| 3Y | +51.2% | -36.0% | +87.2% | +58.1% |
| 5Y | +33.4% | -40.9% | +74.3% | +39.9% |
| All | +212.4% | -37.3% | +249.7% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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