+211.4%
NXPI vs COP
+334.3%
-122.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -4.3% | +11.7% | -16.0% | -8.2% |
| 3M | -24.7% | +17.7% | -42.3% | -29.6% |
| 6M | +9.7% | +18.3% | -8.6% | +1.7% |
| YTD | +3.8% | +49.1% | -45.3% | -12.3% |
| 1Y | +1.6% | +53.3% | -51.7% | -15.4% |
| 3Y | +16.0% | +22.2% | -6.1% | +3.3% |
| 5Y | +16.1% | +193.3% | -177.2% | -30.3% |
| 10Y | +211.4% | +340.2% | -128.9% | +51.6% |
| All | +211.4% | +334.3% | -122.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling