+10.2%
NXPI vs CAI
-7.1%
+17.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +1.9% | -2.2% | +4.1% | +2.1% |
| 30D | -1.4% | +52.4% | -53.8% | -5.2% |
| 3M | -29.1% | +45.1% | -74.1% | -31.5% |
| 6M | +6.2% | +26.2% | -20.0% | +3.1% |
| YTD | +5.9% | -7.1% | +12.9% | +7.4% |
| 1Y | +2.9% | -31.0% | +33.9% | +6.9% |
| All | +10.2% | -7.1% | +17.3% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling