+31.9%
NXPI vs CEG
-33.0%
+64.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.6% | +2.3% |
| 7D | +5.3% | -4.8% | +10.1% | +6.4% |
| 30D | +9.5% | -8.2% | +17.7% | +11.2% |
| 3M | +12.0% | -7.9% | +20.0% | +13.6% |
| 6M | -8.1% | -23.2% | +15.1% | -5.3% |
| YTD | +23.7% | -30.1% | +53.8% | +29.6% |
| 1Y | +31.9% | -31.9% | +63.8% | +39.2% |
| All | +31.9% | -33.0% | +64.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling