+27.2%
NXPI vs COR
+192.5%
-165.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +3.3% |
| 7D | -0.3% | +2.3% | -2.7% | -0.3% |
| 30D | +12.7% | +6.8% | +5.9% | +12.9% |
| 3M | +7.5% | +8.1% | -0.7% | +7.7% |
| 6M | -12.3% | +33.0% | -45.3% | -12.0% |
| YTD | +19.7% | +3.0% | +16.7% | +20.9% |
| 1Y | +27.6% | -3.4% | +31.0% | +29.3% |
| 3Y | +50.0% | +80.1% | -30.2% | +32.3% |
| 5Y | +27.2% | +194.7% | -167.6% | -3.5% |
| All | +27.2% | +192.5% | -165.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling