+595.0%
NXPI vs CNH
+64.7%
+530.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | -0.7% |
| 7D | +1.9% | +23.3% | -21.4% | -8.2% |
| 30D | -1.4% | +33.5% | -34.9% | -15.0% |
| 3M | -29.1% | +32.7% | -61.8% | -38.9% |
| 6M | +6.2% | +22.2% | -16.0% | -5.5% |
| YTD | +5.9% | +57.7% | -51.8% | -17.0% |
| 1Y | +2.9% | +28.0% | -25.1% | -11.1% |
| 3Y | +14.5% | +11.5% | +3.0% | +3.1% |
| 5Y | +17.1% | +11.9% | +5.2% | +3.0% |
| 10Y | +193.4% | +162.8% | +30.6% | +65.4% |
| All | +595.0% | +64.7% | +530.3% | +333.3% |
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