+292.0%
NXPI vs CFG
+347.0%
-55.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | +5.6% | +1.1% | +4.5% | +5.1% |
| 3M | +7.6% | -12.0% | +19.6% | +14.6% |
| 6M | -17.6% | -2.2% | -15.3% | -17.0% |
| YTD | +15.9% | +11.4% | +4.5% | +8.9% |
| 1Y | +22.4% | +27.8% | -5.5% | +7.4% |
| 3Y | +43.2% | +173.3% | -130.1% | -14.1% |
| 5Y | +21.4% | +62.4% | -41.1% | -9.2% |
| 10Y | +186.8% | +249.6% | -62.8% | +24.3% |
| All | +292.0% | +347.0% | -55.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 all: compounded portfolio wealth divided by compounded CFG 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…
all analysis · Full analysis span regression · 6 months rolling