+16.1%
NXPI vs CBOE
+146.7%
-130.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -4.3% | +2.7% | -7.0% | -4.3% |
| 3M | -24.7% | +0.7% | -25.4% | -24.6% |
| 6M | +9.7% | -2.0% | +11.7% | +10.2% |
| YTD | +3.8% | +17.1% | -13.4% | +4.4% |
| 1Y | +1.6% | +26.5% | -24.9% | +2.0% |
| 3Y | +16.0% | +96.1% | -80.1% | +0.7% |
| 5Y | +16.1% | +149.3% | -133.2% | -13.5% |
| All | +16.1% | +146.7% | -130.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling