+2,076.7%
NXPI vs CCI
+271.7%
+1,805.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +9.4% | -1.4% | +10.7% | +9.9% |
| 30D | +18.1% | +12.7% | +5.4% | +11.9% |
| 3M | +15.0% | +23.0% | -8.0% | +4.2% |
| 6M | -8.4% | +0.6% | -9.0% | -10.7% |
| YTD | +24.8% | +4.9% | +19.9% | +18.0% |
| 1Y | +33.3% | +0.7% | +32.6% | +28.4% |
| 3Y | +51.0% | +10.2% | +40.8% | +31.3% |
| 5Y | +34.5% | -36.4% | +71.0% | +55.5% |
| 10Y | +211.8% | +66.6% | +145.2% | +84.7% |
| All | +2,076.7% | +271.7% | +1,805.0% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling