+17.7%
NXPI vs CCI
-50.2%
+67.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | -25.4% | -16.3% | -9.1% | -22.8% |
| 6M | +11.9% | -13.9% | +25.9% | +14.6% |
| YTD | +4.0% | -12.4% | +16.5% | +5.8% |
| 1Y | +1.0% | -15.2% | +16.2% | +3.4% |
| 3Y | +16.3% | -9.9% | +26.2% | +10.9% |
| 5Y | +17.7% | -50.8% | +68.5% | +35.9% |
| All | +17.7% | -50.2% | +67.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling