+2,030.0%
NXPI vs CME
+992.1%
+1,037.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | -0.5% | +1.7% | -2.1% | -1.2% |
| 30D | +15.0% | +10.2% | +4.8% | +9.8% |
| 3M | +12.6% | +17.8% | -5.2% | +3.7% |
| 6M | -10.6% | +11.0% | -21.5% | -16.3% |
| YTD | +22.1% | +17.0% | +5.0% | +10.4% |
| 1Y | +29.8% | +15.8% | +14.0% | +17.7% |
| 3Y | +47.8% | +61.8% | -14.0% | +7.5% |
| 5Y | +33.9% | +72.5% | -38.6% | -8.0% |
| 10Y | +208.7% | +288.0% | -79.3% | +20.8% |
| All | +2,030.0% | +992.1% | +1,037.9% | +237.0% |
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