+2,030.0%
NXPI vs COR
+1,588.1%
+441.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.7% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | +15.0% | +7.7% | +7.3% | +11.9% |
| 3M | +12.6% | +7.5% | +5.1% | +9.2% |
| 6M | -10.6% | +34.1% | -44.7% | -21.0% |
| YTD | +22.1% | +3.9% | +18.2% | +17.2% |
| 1Y | +29.8% | -3.6% | +33.4% | +28.2% |
| 3Y | +47.8% | +80.5% | -32.7% | +5.3% |
| 5Y | +33.9% | +194.9% | -161.0% | -26.7% |
| 10Y | +208.7% | +486.6% | -277.9% | +7.6% |
| All | +2,030.0% | +1,588.1% | +441.9% | +125.6% |
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