+1,747.1%
NXPI vs COR
+1,502.2%
+244.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.0% |
| 7D | +1.9% | +2.8% | -0.9% | +0.8% |
| 30D | -1.4% | +4.5% | -6.0% | -3.3% |
| 3M | -29.1% | +22.7% | -51.7% | -35.0% |
| 6M | +6.2% | -9.7% | +15.9% | +8.7% |
| YTD | +5.9% | -1.4% | +7.3% | +3.8% |
| 1Y | +2.9% | +13.9% | -11.0% | -6.1% |
| 3Y | +14.5% | +94.0% | -79.5% | -21.8% |
| 5Y | +17.1% | +184.0% | -167.0% | -35.1% |
| 10Y | +193.4% | +406.8% | -213.4% | +10.3% |
| All | +1,747.1% | +1,502.2% | +244.9% | +99.7% |
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