+17.1%
NXPI vs CI
+42.7%
-25.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | -1.4% | +4.4% | -5.9% | -2.1% |
| 3M | -29.1% | +0.7% | -29.7% | -29.3% |
| 6M | +6.2% | +0.3% | +5.9% | +5.8% |
| YTD | +5.9% | +3.8% | +2.1% | +4.9% |
| 1Y | +2.9% | -5.5% | +8.4% | +3.0% |
| 3Y | +14.5% | +8.1% | +6.4% | +7.6% |
| All | +17.1% | +42.7% | -25.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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