+2.9%
NXPI vs CNH
+29.2%
-26.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | -0.4% |
| 7D | +1.9% | +23.3% | -21.4% | -6.6% |
| 30D | -1.4% | +33.5% | -34.9% | -13.0% |
| 3M | -29.1% | +32.7% | -61.8% | -37.4% |
| 6M | +6.2% | +22.2% | -16.0% | -3.3% |
| YTD | +5.9% | +57.7% | -51.8% | -14.7% |
| 1Y | +2.9% | +28.0% | -25.1% | -8.0% |
| All | +2.9% | +29.2% | -26.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling