+22.4%
NXPI vs CL
+29.1%
-6.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +0.9% |
| 7D | -4.4% | +1.3% | -5.7% | -3.9% |
| 30D | +5.6% | +11.4% | -5.8% | +9.7% |
| 3M | +7.6% | +4.4% | +3.2% | +9.5% |
| 6M | -17.6% | +10.8% | -28.3% | -14.0% |
| YTD | +15.9% | +25.1% | -9.2% | +27.0% |
| 1Y | +22.4% | +28.0% | -5.6% | +36.0% |
| All | +22.4% | +29.1% | -6.7% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling