+685.7%
NXPI vs CNH
+46.6%
+639.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.9% | -7.6% | -1.9% |
| 7D | -0.3% | +8.6% | -8.9% | -4.3% |
| 30D | +12.7% | +12.6% | +0.1% | +6.1% |
| 3M | +7.5% | +17.5% | -10.1% | -2.2% |
| 6M | -12.3% | +18.1% | -30.4% | -20.9% |
| YTD | +19.7% | +40.4% | -20.7% | -1.6% |
| 1Y | +27.6% | +34.0% | -6.4% | +7.0% |
| 3Y | +50.0% | +35.3% | +14.7% | +23.0% |
| 5Y | +27.2% | -5.1% | +32.3% | +20.1% |
| 10Y | +200.5% | +124.0% | +76.5% | +81.0% |
| All | +685.7% | +46.6% | +639.0% | +413.9% |
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