+16.1%
NXPI vs CLX
-37.0%
+53.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -2.3% | -4.9% | +2.7% | -1.8% |
| 30D | -4.3% | -15.8% | +11.5% | -2.8% |
| 3M | -24.7% | -7.9% | -16.7% | -24.2% |
| 6M | +9.7% | -19.0% | +28.8% | +12.4% |
| YTD | +3.8% | -7.9% | +11.7% | +4.5% |
| 1Y | +1.6% | -25.4% | +27.0% | +5.4% |
| 3Y | +16.0% | -35.0% | +51.1% | +21.4% |
| 5Y | +16.1% | -36.8% | +52.9% | +17.6% |
| All | +16.1% | -37.0% | +53.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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