+2,094.7%
NXPI vs CHD
+809.5%
+1,285.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +19.7% | +12.2% | +7.5% | +15.9% |
| 3M | +14.5% | +9.3% | +5.2% | +11.6% |
| 6M | -11.2% | +24.3% | -35.5% | -17.2% |
| YTD | +25.8% | +34.9% | -9.1% | +13.9% |
| 1Y | +35.2% | +32.7% | +2.5% | +22.9% |
| 3Y | +52.3% | +29.4% | +22.8% | +36.1% |
| 5Y | +34.8% | +31.7% | +3.1% | +16.4% |
| 10Y | +214.4% | +191.7% | +22.7% | +66.8% |
| All | +2,094.7% | +809.5% | +1,285.2% | +311.3% |
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