+1,747.1%
NXPI vs CL
+237.8%
+1,509.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.8% |
| 7D | +1.9% | -2.2% | +4.1% | +2.8% |
| 30D | -1.4% | -4.8% | +3.4% | +0.5% |
| 3M | -29.1% | +4.9% | -34.0% | -31.2% |
| 6M | +6.2% | -5.7% | +11.9% | +7.6% |
| YTD | +5.9% | +14.4% | -8.5% | -2.0% |
| 1Y | +2.9% | +8.7% | -5.9% | -3.0% |
| 3Y | +14.5% | +30.0% | -15.5% | -5.2% |
| 5Y | +17.1% | +28.4% | -11.3% | -4.1% |
| 10Y | +193.4% | +50.1% | +143.3% | +111.4% |
| All | +1,747.1% | +237.8% | +1,509.3% | +523.8% |
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