+208.7%
NXPI vs CF
+494.2%
-285.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.3% |
| 7D | -0.5% | +4.8% | -5.2% | -2.0% |
| 30D | +15.0% | +9.7% | +5.3% | +11.5% |
| 3M | +12.6% | +1.2% | +11.3% | +11.2% |
| 6M | -10.6% | +7.4% | -17.9% | -13.9% |
| YTD | +22.1% | +60.5% | -38.4% | +0.4% |
| 1Y | +29.8% | +50.7% | -21.0% | +8.8% |
| 3Y | +47.8% | +64.8% | -17.0% | +16.7% |
| 5Y | +33.9% | +115.8% | -81.9% | -12.2% |
| 10Y | +208.7% | +481.0% | -272.3% | +43.6% |
| All | +208.7% | +494.2% | -285.4% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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