+15.5%
NXPI vs CEG
+717.5%
-702.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.7% | +6.7% | -6.0% | -0.8% |
| 30D | -6.6% | +11.0% | -17.6% | -8.8% |
| 3M | -25.4% | +19.5% | -44.9% | -28.3% |
| 6M | +11.9% | -5.9% | +17.8% | +12.3% |
| YTD | +4.0% | -15.0% | +19.0% | +6.3% |
| 1Y | +1.0% | +0.6% | +0.4% | -1.4% |
| 3Y | +16.3% | +180.6% | -164.3% | -18.0% |
| All | +15.5% | +717.5% | -702.0% | -25.4% |
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