+28.8%
NXPI vs CAI
-14.7%
+43.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.4% |
| 7D | +6.8% | -8.7% | +15.4% | +7.8% |
| 30D | +20.0% | -23.8% | +43.9% | +23.7% |
| 3M | +14.8% | +3.9% | +10.9% | +15.0% |
| 6M | -10.5% | +56.8% | -67.3% | -13.8% |
| YTD | +23.7% | -14.6% | +38.3% | +27.2% |
| 1Y | +34.1% | -5.2% | +39.3% | +36.2% |
| All | +28.8% | -14.7% | +43.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling