+34.1%
NXPI vs CEG
-19.5%
+53.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +6.8% | +12.1% | -5.3% | +3.9% |
| 30D | +20.0% | +0.2% | +19.8% | +19.5% |
| 3M | +14.8% | +0.7% | +14.1% | +13.9% |
| 6M | -10.5% | +2.2% | -12.7% | -11.8% |
| YTD | +23.7% | -20.3% | +44.1% | +25.2% |
| 1Y | +34.1% | -16.1% | +50.1% | +35.3% |
| All | +34.1% | -19.5% | +53.6% | +35.3% |
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