+1,988.1%
NXPI vs COR
+1,573.9%
+414.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +1.9% |
| 7D | -0.3% | +2.3% | -2.7% | -1.1% |
| 30D | +12.7% | +6.8% | +5.9% | +10.0% |
| 3M | +7.5% | +8.1% | -0.7% | +4.0% |
| 6M | -12.3% | +33.0% | -45.3% | -22.3% |
| YTD | +19.7% | +3.0% | +16.7% | +15.3% |
| 1Y | +27.6% | -3.4% | +31.0% | +25.8% |
| 3Y | +50.0% | +80.1% | -30.2% | +6.9% |
| 5Y | +27.2% | +194.7% | -167.6% | -30.4% |
| 10Y | +200.5% | +512.3% | -311.8% | +1.3% |
| All | +1,988.1% | +1,573.9% | +414.3% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling