+208.7%
NXPI vs CLF
+82.3%
+126.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.8% |
| 7D | -0.5% | -9.1% | +8.6% | +1.7% |
| 30D | +15.0% | -0.9% | +15.9% | +14.3% |
| 3M | +12.6% | +3.0% | +9.6% | +10.2% |
| 6M | -10.6% | +16.7% | -27.3% | -16.0% |
| YTD | +22.1% | -3.2% | +25.2% | +17.8% |
| 1Y | +29.8% | +24.6% | +5.1% | +16.9% |
| 3Y | +47.8% | -22.3% | +70.1% | +38.2% |
| 5Y | +33.9% | -41.2% | +75.1% | +28.0% |
| 10Y | +208.7% | +83.5% | +125.2% | +92.9% |
| All | +208.7% | +82.3% | +126.4% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling