+1,714.9%
NXPI vs CMI
+917.9%
+797.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +0.7% | +1.9% | -1.2% | -0.7% |
| 30D | -6.6% | -12.5% | +5.9% | +2.5% |
| 3M | -25.4% | -16.2% | -9.2% | -15.8% |
| 6M | +11.9% | +4.9% | +7.1% | +7.3% |
| YTD | +4.0% | +11.1% | -7.1% | -5.2% |
| 1Y | +1.0% | +43.4% | -42.3% | -23.9% |
| 3Y | +16.3% | +154.1% | -137.7% | -42.9% |
| 5Y | +17.7% | +169.5% | -151.8% | -45.2% |
| 10Y | +195.8% | +503.8% | -308.0% | -28.4% |
| All | +1,714.9% | +917.9% | +797.0% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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