+211.4%
NXPI vs CME
+280.6%
-69.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.3% | -0.6% | -1.6% | -2.1% |
| 30D | -4.3% | +4.7% | -9.0% | -5.8% |
| 3M | -24.7% | +7.8% | -32.5% | -26.9% |
| 6M | +9.7% | -11.0% | +20.7% | +13.1% |
| YTD | +3.8% | +4.0% | -0.2% | +0.8% |
| 1Y | +1.6% | +9.1% | -7.5% | -3.3% |
| 3Y | +16.0% | +52.3% | -36.2% | -7.7% |
| 5Y | +16.1% | +76.1% | -60.0% | -15.3% |
| 10Y | +211.4% | +280.6% | -69.2% | +134.4% |
| All | +211.4% | +280.6% | -69.3% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling