+17.8%
NXPI vs CME
+56.2%
-38.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.2% |
| 7D | +1.9% | -1.6% | +3.5% | +1.4% |
| 30D | -1.4% | +6.2% | -7.7% | +0.9% |
| 3M | -29.1% | +10.4% | -39.5% | -26.2% |
| 6M | +6.2% | -9.5% | +15.7% | +2.1% |
| YTD | +5.9% | +6.0% | -0.1% | +9.4% |
| 1Y | +2.9% | +9.3% | -6.4% | +8.0% |
| All | +17.8% | +56.2% | -38.4% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling