+34.5%
NXPI vs CMS
+34.5%
0.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +9.4% | -1.3% | +10.6% | +9.5% |
| 30D | +18.1% | +5.3% | +12.8% | +17.7% |
| 3M | +15.0% | -0.3% | +15.4% | +15.0% |
| 6M | -8.4% | -4.0% | -4.4% | -8.4% |
| YTD | +24.8% | +2.1% | +22.6% | +23.6% |
| 1Y | +33.3% | -4.7% | +38.0% | +33.3% |
| 3Y | +51.0% | +36.8% | +14.2% | +38.1% |
| 5Y | +34.5% | +34.9% | -0.3% | +22.9% |
| All | +34.5% | +34.5% | 0.0% | +22.9% |
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