+16.1%
NXPI vs CHD
+19.3%
-3.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.3% |
| 7D | -2.3% | -4.2% | +1.9% | -2.3% |
| 30D | -4.3% | -7.6% | +3.2% | -4.4% |
| 3M | -24.7% | -1.6% | -23.1% | -24.6% |
| 6M | +9.7% | -6.3% | +16.1% | +10.0% |
| YTD | +3.8% | +14.6% | -10.8% | +2.9% |
| 1Y | +1.6% | +1.6% | 0.0% | +1.4% |
| 3Y | +16.0% | +3.1% | +12.9% | +14.7% |
| 5Y | +16.1% | +21.1% | -5.0% | +12.0% |
| All | +16.1% | +19.3% | -3.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling