+17.7%
NXPI vs CMS
+26.5%
-8.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +0.7% | +1.2% | -0.6% | +0.6% |
| 30D | -6.6% | -3.2% | -3.5% | -6.4% |
| 3M | -25.4% | -2.2% | -23.2% | -25.5% |
| 6M | +11.9% | -9.4% | +21.4% | +12.6% |
| YTD | +4.0% | +0.7% | +3.3% | +3.3% |
| 1Y | +1.0% | +0.4% | +0.7% | +0.1% |
| 3Y | +16.3% | +35.2% | -18.8% | +7.3% |
| 5Y | +17.7% | +24.1% | -6.4% | +6.2% |
| All | +17.7% | +26.5% | -8.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling