+214.4%
NXPI vs CNH
+113.9%
+100.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.2% | +2.1% |
| 7D | +1.7% | +6.7% | -5.0% | -1.8% |
| 30D | +19.7% | +7.2% | +12.5% | +14.9% |
| 3M | +14.5% | +17.5% | -3.0% | +3.4% |
| 6M | -11.2% | +15.0% | -26.2% | -19.6% |
| YTD | +25.8% | +36.8% | -11.0% | +3.1% |
| 1Y | +35.2% | +27.6% | +7.6% | +14.6% |
| 3Y | +52.3% | +34.3% | +17.9% | +23.0% |
| 5Y | +34.8% | -12.2% | +47.1% | +31.2% |
| 10Y | +214.4% | +113.9% | +100.5% | +103.1% |
| All | +214.4% | +113.9% | +100.5% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling