+1,714.9%
NXPI vs CBOE
+1,422.9%
+292.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +0.7% | -4.6% | +5.3% | +2.1% |
| 30D | -6.6% | +2.6% | -9.2% | -7.7% |
| 3M | -25.4% | +4.9% | -30.3% | -27.6% |
| 6M | +11.9% | -2.2% | +14.1% | +10.4% |
| YTD | +4.0% | +17.7% | -13.7% | -4.5% |
| 1Y | +1.0% | +26.1% | -25.0% | -9.9% |
| 3Y | +16.3% | +97.1% | -80.8% | -18.3% |
| 5Y | +17.7% | +149.2% | -131.5% | -27.1% |
| 10Y | +195.8% | +385.1% | -189.2% | +24.3% |
| All | +1,714.9% | +1,422.9% | +292.0% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling