+150.6%
NXPI vs CLBK
+67.9%
+82.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +1.2% | +0.7% | +1.3% |
| 30D | -1.4% | +9.1% | -10.6% | -5.5% |
| 3M | -29.1% | +27.7% | -56.7% | -37.3% |
| 6M | +6.2% | +40.8% | -34.6% | -10.6% |
| YTD | +5.9% | +66.4% | -60.5% | -18.3% |
| 1Y | +2.9% | +72.4% | -69.5% | -22.2% |
| 3Y | +14.5% | +50.7% | -36.2% | -10.9% |
| 5Y | +17.1% | +42.9% | -25.9% | -15.7% |
| All | +150.6% | +67.9% | +82.7% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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