+1,747.1%
NXPI vs CLF
-75.1%
+1,822.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | +1.9% | +7.6% | -5.7% | +0.4% |
| 30D | -1.4% | -1.2% | -0.2% | -1.3% |
| 3M | -29.1% | -13.4% | -15.7% | -27.4% |
| 6M | +6.2% | +15.4% | -9.2% | +1.8% |
| YTD | +5.9% | -5.9% | +11.7% | +4.6% |
| 1Y | +2.9% | +18.8% | -15.9% | -4.9% |
| 3Y | +14.5% | -19.4% | +33.9% | +9.2% |
| 5Y | +17.1% | -47.7% | +64.8% | +17.1% |
| 10Y | +193.4% | +130.4% | +63.0% | +96.9% |
| All | +1,747.1% | -75.1% | +1,822.2% | +2,245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling