+212.1%
NXPI vs CME
+283.7%
-71.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | +0.7% | -2.9% | +3.5% | +1.5% |
| 30D | -6.6% | +5.5% | -12.1% | -8.3% |
| 3M | -25.4% | +11.0% | -36.4% | -28.3% |
| 6M | +11.9% | -9.7% | +21.6% | +14.8% |
| YTD | +4.0% | +4.9% | -0.8% | +0.8% |
| 1Y | +1.0% | +10.1% | -9.0% | -4.1% |
| 3Y | +16.3% | +53.5% | -37.2% | -7.7% |
| 5Y | +17.7% | +77.2% | -59.5% | -14.3% |
| All | +212.1% | +283.7% | -71.6% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling