+198.6%
NXPI vs CL
+50.0%
+148.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | +1.9% | -2.2% | +4.1% | +2.5% |
| 30D | -1.4% | -4.8% | +3.4% | -0.2% |
| 3M | -29.1% | +4.9% | -34.0% | -30.6% |
| 6M | +6.2% | -5.7% | +11.9% | +7.3% |
| YTD | +5.9% | +14.4% | -8.5% | +0.1% |
| 1Y | +2.9% | +8.7% | -5.9% | -1.3% |
| 3Y | +14.5% | +30.0% | -15.5% | -1.0% |
| 5Y | +17.1% | +28.4% | -11.3% | +0.4% |
| All | +198.6% | +50.0% | +148.6% | +140.4% |
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