+51.2%
NXPI vs CNH
+29.5%
+21.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +6.8% | +3.0% | +3.7% | +4.8% |
| 30D | +20.0% | -0.6% | +20.6% | +19.8% |
| 3M | +14.8% | +14.6% | +0.2% | +4.9% |
| 6M | -10.5% | +11.8% | -22.2% | -17.7% |
| YTD | +23.7% | +30.4% | -6.7% | +3.1% |
| 1Y | +34.1% | +19.1% | +15.0% | +17.3% |
| 3Y | +51.2% | +30.2% | +21.1% | +26.7% |
| All | +51.2% | +29.5% | +21.7% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling