+186.7%
NXPI vs CMS
+127.3%
+59.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +5.6% | +7.2% | -1.6% | +3.8% |
| 3M | +7.6% | -1.3% | +8.9% | +7.8% |
| 6M | -17.6% | -4.3% | -13.2% | -17.1% |
| YTD | +15.9% | +2.1% | +13.8% | +14.3% |
| 1Y | +22.4% | -0.6% | +23.0% | +21.4% |
| 3Y | +43.2% | +38.0% | +5.2% | +26.4% |
| 5Y | +21.4% | +33.6% | -12.2% | +6.6% |
| All | +186.7% | +127.3% | +59.5% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling