+1,747.1%
NXPI vs CCI
+209.7%
+1,537.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -1.4% | +2.7% | -4.1% | -2.7% |
| 3M | -29.1% | -18.2% | -10.8% | -23.5% |
| 6M | +6.2% | -14.8% | +21.0% | +11.7% |
| YTD | +5.9% | -12.6% | +18.5% | +9.3% |
| 1Y | +2.9% | -16.7% | +19.6% | +8.3% |
| 3Y | +14.5% | -10.5% | +25.0% | +9.8% |
| 5Y | +17.1% | -51.4% | +68.5% | +55.0% |
| 10Y | +193.4% | +20.0% | +173.3% | +109.9% |
| All | +1,747.1% | +209.7% | +1,537.4% | +440.6% |
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