+1,747.1%
NXPI vs CME
+889.2%
+857.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.6% |
| 30D | -1.4% | +6.2% | -7.7% | -4.4% |
| 3M | -29.1% | +10.4% | -39.5% | -33.0% |
| 6M | +6.2% | -9.5% | +15.7% | +9.7% |
| YTD | +5.9% | +6.0% | -0.1% | +0.6% |
| 1Y | +2.9% | +9.3% | -6.4% | -4.1% |
| 3Y | +14.5% | +57.7% | -43.2% | -16.2% |
| 5Y | +17.1% | +77.7% | -60.6% | -21.7% |
| 10Y | +193.4% | +281.2% | -87.9% | +13.4% |
| All | +1,747.1% | +889.2% | +857.9% | +207.2% |
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