+208.7%
NXPI vs COP
+302.1%
-93.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -0.5% | -6.1% | +5.6% | +1.7% |
| 30D | +15.0% | +1.1% | +13.9% | +14.1% |
| 3M | +12.6% | +10.9% | +1.6% | +7.7% |
| 6M | -10.6% | +20.8% | -31.3% | -17.9% |
| YTD | +22.1% | +48.0% | -26.0% | +2.8% |
| 1Y | +29.8% | +58.5% | -28.8% | +6.1% |
| 3Y | +47.8% | +28.1% | +19.6% | +29.0% |
| 5Y | +33.9% | +120.5% | -86.6% | -10.0% |
| 10Y | +208.7% | +310.1% | -101.4% | +57.8% |
| All | +208.7% | +302.1% | -93.4% | +57.8% |
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