+198.6%
NXPI vs CNH
+165.6%
+32.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | -0.8% |
| 7D | +1.9% | +23.3% | -21.4% | -8.7% |
| 30D | -1.4% | +33.5% | -34.9% | -15.6% |
| 3M | -29.1% | +32.7% | -61.8% | -39.4% |
| 6M | +6.2% | +22.2% | -16.0% | -6.1% |
| YTD | +5.9% | +57.7% | -51.8% | -18.3% |
| 1Y | +2.9% | +28.0% | -25.1% | -11.9% |
| 3Y | +14.5% | +11.5% | +3.0% | +2.3% |
| 5Y | +17.1% | +11.9% | +5.2% | +1.8% |
| All | +198.6% | +165.6% | +32.9% | +76.9% |
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