+1,747.1%
NXPI vs CAH
+1,029.6%
+717.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | +1.9% | +5.4% | -3.5% | -0.4% |
| 30D | -1.4% | +3.3% | -4.8% | -2.9% |
| 3M | -29.1% | +22.8% | -51.8% | -35.6% |
| 6M | +6.2% | +11.3% | -5.1% | +0.1% |
| YTD | +5.9% | +21.1% | -15.3% | -4.6% |
| 1Y | +2.9% | +67.2% | -64.4% | -21.2% |
| 3Y | +14.5% | +195.6% | -181.1% | -36.0% |
| 5Y | +17.1% | +413.8% | -396.8% | -52.2% |
| 10Y | +193.4% | +309.6% | -116.2% | +21.6% |
| All | +1,747.1% | +1,029.6% | +717.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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