+1,921.9%
NXPI vs CMS
+625.5%
+1,296.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -4.4% | -1.3% | -3.0% | -4.0% |
| 30D | +5.6% | +6.3% | -0.8% | +3.3% |
| 3M | +7.6% | -2.1% | +9.7% | +8.2% |
| 6M | -17.6% | -5.1% | -12.5% | -16.6% |
| YTD | +15.9% | +1.3% | +14.6% | +14.1% |
| 1Y | +22.4% | -1.4% | +23.8% | +21.5% |
| 3Y | +43.2% | +36.9% | +6.3% | +22.2% |
| 5Y | +21.4% | +32.5% | -11.2% | +2.8% |
| 10Y | +186.8% | +126.8% | +60.0% | +79.5% |
| All | +1,921.9% | +625.5% | +1,296.5% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling