+22.0%
NXPI vs CNH
-14.7%
+36.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.2% |
| 7D | -4.4% | -1.7% | -2.7% | -3.5% |
| 30D | +5.6% | -7.2% | +12.8% | +9.3% |
| 3M | +7.6% | +6.5% | +1.1% | +2.4% |
| 6M | -17.6% | +7.9% | -25.4% | -22.7% |
| YTD | +15.9% | +26.6% | -10.7% | -1.3% |
| 1Y | +22.4% | +13.8% | +8.6% | +10.0% |
| 3Y | +43.2% | +9.2% | +34.0% | +27.9% |
| All | +22.0% | -14.7% | +36.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling