+660.7%
NXPI vs CNH
+32.2%
+628.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.3% |
| 7D | -4.4% | -1.7% | -2.7% | -3.5% |
| 30D | +5.6% | -7.2% | +12.8% | +9.1% |
| 3M | +7.6% | +6.5% | +1.1% | +2.8% |
| 6M | -17.6% | +7.9% | -25.4% | -22.2% |
| YTD | +15.9% | +26.6% | -10.7% | +0.3% |
| 1Y | +22.4% | +13.8% | +8.6% | +11.2% |
| 3Y | +43.2% | +9.2% | +34.0% | +29.8% |
| 5Y | +21.4% | -15.6% | +37.0% | +21.4% |
| 10Y | +186.8% | +119.2% | +67.6% | +76.3% |
| All | +660.7% | +32.2% | +628.5% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling