+2,058.7%
NXPI vs CHD
+817.5%
+1,241.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +6.8% | +3.4% | +3.4% | +5.8% |
| 30D | +20.0% | +10.1% | +9.9% | +16.9% |
| 3M | +14.8% | +11.9% | +3.0% | +11.2% |
| 6M | -10.5% | +19.6% | -30.0% | -15.4% |
| YTD | +23.7% | +36.0% | -12.3% | +11.8% |
| 1Y | +34.1% | +34.8% | -0.7% | +21.3% |
| 3Y | +51.2% | +28.8% | +22.4% | +35.5% |
| 5Y | +33.4% | +33.0% | +0.4% | +14.8% |
| 10Y | +209.2% | +194.2% | +15.0% | +63.7% |
| All | +2,058.7% | +817.5% | +1,241.3% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling