+1,921.9%
NXPI vs CLF
-77.2%
+1,999.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -4.4% | -19.6% | +15.2% | -0.1% |
| 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% | -19.5% |
| YTD | +15.9% | -13.7% | +29.6% | +15.5% |
| 1Y | +22.4% | +13.6% | +8.8% | +15.0% |
| 3Y | +43.2% | -34.0% | +77.2% | +41.3% |
| 5Y | +21.4% | -48.7% | +70.1% | +21.5% |
| 10Y | +186.8% | +113.4% | +73.4% | +95.5% |
| All | +1,921.9% | -77.2% | +1,999.2% | +2,489.2% |
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 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