+1,921.9%
NXPI vs CB
+841.3%
+1,080.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +5.6% | +9.1% | -3.5% | +0.1% |
| 3M | +7.6% | +3.4% | +4.2% | +5.0% |
| 6M | -17.6% | +14.1% | -31.7% | -25.6% |
| YTD | +15.9% | +18.0% | -2.1% | +1.6% |
| 1Y | +22.4% | +30.1% | -7.7% | +0.5% |
| 3Y | +43.2% | +71.8% | -28.5% | -6.1% |
| 5Y | +21.4% | +101.8% | -80.5% | -31.1% |
| 10Y | +186.8% | +252.1% | -65.3% | -7.1% |
| All | +1,921.9% | +841.3% | +1,080.7% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling