+1,747.1%
NXPI vs CI
+833.2%
+913.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +1.9% | +1.3% | +0.6% | +1.3% |
| 30D | -1.4% | +4.4% | -5.9% | -3.2% |
| 3M | -29.1% | +0.7% | -29.7% | -29.8% |
| 6M | +6.2% | +0.3% | +5.9% | +5.1% |
| YTD | +5.9% | +3.8% | +2.1% | +3.1% |
| 1Y | +2.9% | -5.5% | +8.4% | +2.5% |
| 3Y | +14.5% | +8.1% | +6.4% | +1.6% |
| 5Y | +17.1% | +42.8% | -25.7% | -12.1% |
| 10Y | +193.4% | +143.9% | +49.5% | +47.6% |
| All | +1,747.1% | +833.2% | +913.9% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling