+22.7%
NXPI vs CARR
+1.4%
+21.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.0% | +3.7% |
| 7D | +3.9% | -3.8% | +7.6% | +6.1% |
| 30D | +1.4% | -8.9% | +10.3% | +6.8% |
| 3M | -21.5% | -17.3% | -4.2% | -12.9% |
| 6M | +19.4% | -1.4% | +20.8% | +18.2% |
| YTD | +9.9% | +10.0% | 0.0% | +1.6% |
| 1Y | +7.9% | -6.4% | +14.2% | +9.6% |
| 3Y | +22.7% | +1.5% | +21.1% | +14.6% |
| All | +22.7% | +1.4% | +21.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling