+1,921.9%
NXPI vs CL
+269.6%
+1,652.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +2.4% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +5.6% | +11.4% | -5.8% | +0.9% |
| 3M | +7.6% | +4.4% | +3.2% | +5.3% |
| 6M | -17.6% | +10.8% | -28.3% | -22.0% |
| YTD | +15.9% | +25.1% | -9.2% | +3.1% |
| 1Y | +22.4% | +28.0% | -5.6% | +7.5% |
| 3Y | +43.2% | +37.6% | +5.6% | +16.5% |
| 5Y | +21.4% | +39.7% | -18.3% | -4.0% |
| 10Y | +186.8% | +75.8% | +111.0% | +89.0% |
| All | +1,921.9% | +269.6% | +1,652.4% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling