+2,094.7%
NXPI vs CAG
+51.9%
+2,042.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.6% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | +19.7% | +9.7% | +10.0% | +16.7% |
| 3M | +14.5% | +0.5% | +14.0% | +13.7% |
| 6M | -11.2% | +8.9% | -20.2% | -14.1% |
| YTD | +25.8% | -8.4% | +34.2% | +26.5% |
| 1Y | +35.2% | -8.3% | +43.5% | +35.8% |
| 3Y | +52.3% | -36.1% | +88.4% | +65.8% |
| 5Y | +34.8% | -40.1% | +75.0% | +46.7% |
| 10Y | +214.4% | -36.9% | +251.3% | +208.7% |
| All | +2,094.7% | +51.9% | +2,042.9% | +806.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling