+258.1%
NXPI vs CFG
+396.4%
-138.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +1.9% | +1.5% | +0.4% | +1.1% |
| 30D | -1.4% | -3.8% | +2.4% | +0.4% |
| 3M | -29.1% | +11.5% | -40.5% | -33.1% |
| 6M | +6.2% | +19.2% | -13.0% | -3.2% |
| YTD | +5.9% | +23.7% | -17.8% | -5.6% |
| 1Y | +2.9% | +38.8% | -36.0% | -13.5% |
| 3Y | +14.5% | +178.9% | -164.4% | -32.5% |
| 5Y | +17.1% | +101.8% | -84.7% | -21.5% |
| 10Y | +193.4% | +317.3% | -123.9% | +15.5% |
| All | +258.1% | +396.4% | -138.2% | +29.0% |
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