+15.8%
NXPI vs CB
+74.5%
-58.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.0% |
| 7D | +1.9% | +0.5% | +1.4% | +2.0% |
| 30D | -1.4% | -3.1% | +1.7% | -1.8% |
| 3M | -29.1% | +9.0% | -38.0% | -28.8% |
| 6M | +6.2% | +2.9% | +3.4% | +6.7% |
| YTD | +5.9% | +10.1% | -4.2% | +5.9% |
| 1Y | +2.9% | +22.8% | -19.9% | +1.9% |
| All | +15.8% | +74.5% | -58.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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