+200.5%
NXPI vs CL
+76.2%
+124.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +2.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +12.7% | +11.6% | +1.1% | +9.4% |
| 3M | +7.5% | +5.6% | +1.8% | +5.7% |
| 6M | -12.3% | +13.2% | -25.5% | -16.0% |
| YTD | +19.7% | +26.9% | -7.2% | +10.0% |
| 1Y | +27.6% | +27.3% | +0.2% | +17.0% |
| 3Y | +50.0% | +39.7% | +10.2% | +28.1% |
| 5Y | +27.2% | +41.3% | -14.2% | +6.6% |
| 10Y | +200.5% | +76.3% | +124.2% | +125.1% |
| All | +200.5% | +76.2% | +124.3% | +125.1% |
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