+245.2%
NXPI vs CARR
+421.5%
-176.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.0% | +3.8% |
| 7D | +3.9% | -3.8% | +7.6% | +5.7% |
| 30D | +1.4% | -8.9% | +10.3% | +5.7% |
| 3M | -21.5% | -17.3% | -4.2% | -14.6% |
| 6M | +19.4% | -1.4% | +20.8% | +18.9% |
| YTD | +9.9% | +10.0% | 0.0% | +4.1% |
| 1Y | +7.9% | -6.4% | +14.2% | +9.5% |
| 3Y | +22.7% | +1.5% | +21.1% | +19.4% |
| 5Y | +22.1% | +9.3% | +12.8% | +10.4% |
| All | +245.2% | +421.5% | -176.3% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling