+1,747.1%
NXPI vs CHD
+700.2%
+1,046.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | -2.7% | +4.6% | +2.7% |
| 30D | -1.4% | -4.6% | +3.2% | -0.2% |
| 3M | -29.1% | +5.0% | -34.1% | -30.5% |
| 6M | +6.2% | -3.2% | +9.4% | +6.5% |
| YTD | +5.9% | +18.6% | -12.8% | -0.6% |
| 1Y | +2.9% | +4.8% | -1.9% | +0.2% |
| 3Y | +14.5% | +6.1% | +8.4% | +8.6% |
| 5Y | +17.1% | +24.0% | -6.9% | +1.7% |
| 10Y | +193.4% | +124.5% | +68.9% | +76.3% |
| All | +1,747.1% | +700.2% | +1,046.9% | +258.9% |
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