+205.1%
NXPI vs CL
+84.8%
+120.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | +15.0% | +11.8% | +3.2% | +11.5% |
| 3M | +12.6% | +5.9% | +6.7% | +10.6% |
| 6M | -10.6% | +13.3% | -23.9% | -14.3% |
| YTD | +22.1% | +27.1% | -5.0% | +12.2% |
| 1Y | +29.8% | +28.0% | +1.8% | +18.8% |
| 3Y | +47.8% | +39.4% | +8.4% | +26.3% |
| 5Y | +33.9% | +40.8% | -6.9% | +12.4% |
| All | +205.1% | +84.8% | +120.4% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling