+1,921.9%
NXPI vs COP
+442.1%
+1,479.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -4.4% | -11.5% | +7.2% | +0.4% |
| 30D | +5.6% | +5.0% | +0.6% | +3.0% |
| 3M | +7.6% | +17.5% | -9.9% | -0.2% |
| 6M | -17.6% | +16.2% | -33.8% | -24.0% |
| YTD | +15.9% | +48.8% | -32.9% | -5.1% |
| 1Y | +22.4% | +64.1% | -41.7% | -4.3% |
| 3Y | +43.2% | +25.7% | +17.6% | +23.6% |
| 5Y | +21.4% | +114.4% | -93.0% | -22.5% |
| 10Y | +186.8% | +331.7% | -144.9% | +9.5% |
| All | +1,921.9% | +442.1% | +1,479.8% | +388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling