+35.6%
NXPI vs CEG
+632.0%
-596.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.7% |
| 7D | -0.5% | +1.7% | -2.1% | -1.0% |
| 30D | +15.0% | -10.2% | +25.1% | +17.5% |
| 3M | +12.6% | -0.8% | +13.4% | +12.1% |
| 6M | -10.6% | -11.5% | +1.0% | -8.9% |
| YTD | +22.1% | -23.9% | +46.0% | +27.2% |
| 1Y | +29.8% | -25.4% | +55.2% | +35.4% |
| 3Y | +47.8% | +124.2% | -76.4% | +9.7% |
| All | +35.6% | +632.0% | -596.4% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling