+211.4%
NXPI vs CCI
+17.8%
+193.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -4.3% | +2.1% | -6.5% | -5.1% |
| 3M | -24.7% | -17.8% | -6.8% | -20.3% |
| 6M | +9.7% | -14.2% | +23.9% | +13.7% |
| YTD | +3.8% | -13.3% | +17.1% | +6.7% |
| 1Y | +1.6% | -16.6% | +18.2% | +5.7% |
| 3Y | +16.0% | -10.8% | +26.8% | +12.2% |
| 5Y | +16.1% | -50.3% | +66.4% | +44.8% |
| 10Y | +211.4% | +22.5% | +188.9% | +217.8% |
| All | +211.4% | +17.8% | +193.6% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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