+1,747.1%
NXPI vs CAG
+56.7%
+1,690.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +1.9% | -3.8% | +5.7% | +2.8% |
| 30D | -1.4% | +3.1% | -4.6% | -2.2% |
| 3M | -29.1% | +23.5% | -52.5% | -33.1% |
| 6M | +6.2% | -14.8% | +21.1% | +9.9% |
| YTD | +5.9% | -5.4% | +11.3% | +6.2% |
| 1Y | +2.9% | -11.8% | +14.7% | +4.8% |
| 3Y | +14.5% | -36.7% | +51.1% | +25.7% |
| 5Y | +17.1% | -40.3% | +57.3% | +28.3% |
| 10Y | +193.4% | -37.0% | +230.4% | +192.7% |
| All | +1,747.1% | +56.7% | +1,690.4% | +661.4% |
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