+198.6%
NXPI vs CMS
+115.7%
+82.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.4% | -3.6% | +2.2% | -0.6% |
| 3M | -29.1% | -1.9% | -27.1% | -29.1% |
| 6M | +6.2% | -11.0% | +17.2% | +8.7% |
| YTD | +5.9% | +0.2% | +5.7% | +5.0% |
| 1Y | +2.9% | -1.3% | +4.2% | +2.2% |
| 3Y | +14.5% | +35.9% | -21.4% | +1.6% |
| 5Y | +17.1% | +23.1% | -6.0% | +5.9% |
| All | +198.6% | +115.7% | +82.9% | +163.5% |
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