+1,921.9%
NXPI vs CAPR
-95.5%
+2,017.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.5% |
| 7D | -4.4% | +41.1% | -45.4% | -5.3% |
| 30D | +5.6% | +11.1% | -5.6% | +5.2% |
| 3M | +7.6% | +115.3% | -107.7% | +4.7% |
| 6M | -17.6% | -73.8% | +56.3% | -16.3% |
| YTD | +15.9% | -68.8% | +84.7% | +16.8% |
| 1Y | +22.4% | +43.3% | -20.9% | +11.3% |
| 3Y | +43.2% | +214.7% | -171.5% | +22.9% |
| 5Y | +21.4% | +141.3% | -119.9% | +3.3% |
| 10Y | +186.8% | -67.0% | +253.8% | +128.9% |
| All | +1,921.9% | -95.5% | +2,017.4% | +1,462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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