+226.6%
NXPI vs CARR
+436.5%
-209.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +0.7% | +3.2% | -2.6% | -0.8% |
| 30D | -6.6% | -7.7% | +1.0% | -3.2% |
| 3M | -25.4% | -11.9% | -13.5% | -21.1% |
| 6M | +11.9% | +2.0% | +9.9% | +9.8% |
| YTD | +4.0% | +13.2% | -9.1% | -2.7% |
| 1Y | +1.0% | -8.5% | +9.6% | +3.7% |
| 3Y | +16.3% | +5.0% | +11.4% | +11.6% |
| 5Y | +17.7% | +12.0% | +5.7% | +5.2% |
| All | +226.6% | +436.5% | -209.8% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling