+1,921.9%
NXPI vs CME
+980.8%
+941.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.4% | +0.9% | -5.3% | -4.8% |
| 30D | +5.6% | +13.2% | -7.6% | -0.5% |
| 3M | +7.6% | +16.3% | -8.7% | -0.3% |
| 6M | -17.6% | +7.1% | -24.7% | -21.5% |
| YTD | +15.9% | +15.8% | +0.1% | +5.3% |
| 1Y | +22.4% | +17.1% | +5.3% | +10.3% |
| 3Y | +43.2% | +63.2% | -19.9% | +3.6% |
| 5Y | +21.4% | +70.2% | -48.8% | -16.0% |
| 10Y | +186.8% | +337.0% | -150.2% | +2.8% |
| All | +1,921.9% | +980.8% | +941.2% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling