+31.9%
NXPI vs CLF
+12.5%
+19.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +2.4% |
| 7D | +5.3% | -7.9% | +13.2% | +6.7% |
| 30D | +9.5% | +5.2% | +4.3% | +7.8% |
| 3M | +12.0% | +4.3% | +7.7% | +10.0% |
| 6M | -8.1% | +25.3% | -33.4% | -11.9% |
| YTD | +23.7% | -3.3% | +27.0% | +18.9% |
| 1Y | +31.9% | +20.2% | +11.7% | +25.0% |
| All | +31.9% | +12.5% | +19.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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