+43.2%
NXPI vs CLF
-33.4%
+76.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -4.4% | -19.6% | +15.2% | +0.3% |
| 30D | +5.6% | -5.0% | +10.5% | +5.9% |
| 3M | +7.6% | -6.3% | +13.9% | +7.9% |
| 6M | -17.6% | +2.8% | -20.3% | -19.6% |
| YTD | +15.9% | -13.7% | +29.6% | +15.4% |
| 1Y | +22.4% | +13.6% | +8.8% | +13.6% |
| 3Y | +43.2% | -34.0% | +77.2% | +32.2% |
| All | +43.2% | -33.4% | +76.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling