+212.4%
NXPI vs CBOE
+524.9%
-312.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +6.8% | +6.3% | +0.5% | +5.4% |
| 30D | +20.0% | +24.9% | -4.9% | +14.1% |
| 3M | +14.8% | +28.5% | -13.6% | +8.0% |
| 6M | -10.5% | +2.9% | -13.3% | -11.4% |
| YTD | +23.7% | +50.7% | -26.9% | +9.4% |
| 1Y | +34.1% | +45.5% | -11.4% | +19.6% |
| 3Y | +51.2% | +116.3% | -65.1% | +12.8% |
| 5Y | +33.4% | +204.3% | -170.9% | -16.0% |
| All | +212.4% | +524.9% | -312.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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