+27.2%
NXPI vs CCI
-37.5%
+64.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +12.7% | +10.3% | +2.4% | +10.7% |
| 3M | +7.5% | +17.9% | -10.4% | +4.1% |
| 6M | -12.3% | -0.5% | -11.8% | -12.4% |
| YTD | +19.7% | +2.7% | +17.0% | +18.1% |
| 1Y | +27.6% | +3.1% | +24.4% | +25.6% |
| 3Y | +50.0% | +8.0% | +42.0% | +37.5% |
| 5Y | +27.2% | -37.8% | +64.9% | +45.7% |
| All | +27.2% | -37.5% | +64.7% | +45.7% |
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