+223.9%
NXPI vs COPX
+583.8%
-359.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +3.9% | -2.3% | +6.2% | +4.8% |
| 30D | +1.4% | +0.3% | +1.1% | +0.5% |
| 3M | -21.5% | +6.8% | -28.3% | -25.0% |
| 6M | +19.4% | +7.9% | +11.5% | +11.6% |
| YTD | +9.9% | +23.7% | -13.8% | -6.5% |
| 1Y | +7.9% | +71.5% | -63.6% | -24.2% |
| 3Y | +22.7% | +149.1% | -126.4% | -32.4% |
| 5Y | +22.1% | +167.3% | -145.3% | -37.6% |
| All | +223.9% | +583.8% | -359.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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