+34.7%
NXPI vs CLF
-42.8%
+77.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | 0.0% |
| 7D | +6.8% | +10.4% | -3.6% | +4.1% |
| 30D | +20.0% | +0.6% | +19.5% | +18.9% |
| 3M | +14.8% | +4.1% | +10.7% | +12.0% |
| 6M | -10.5% | +15.1% | -25.6% | -15.7% |
| YTD | +23.7% | -4.7% | +28.5% | +19.9% |
| 1Y | +34.1% | +20.4% | +13.7% | +21.6% |
| 3Y | +51.2% | -23.4% | +74.6% | +40.4% |
| All | +34.7% | -42.8% | +77.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling