+200.5%
NXPI vs CP
+261.0%
-60.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +1.9% |
| 7D | -0.3% | +2.8% | -3.1% | -2.1% |
| 30D | +12.7% | +11.3% | +1.4% | +4.8% |
| 3M | +7.5% | +2.9% | +4.6% | +5.1% |
| 6M | -12.3% | +9.8% | -22.1% | -18.5% |
| YTD | +19.7% | +28.5% | -8.8% | -1.0% |
| 1Y | +27.6% | +33.5% | -5.9% | +2.8% |
| 3Y | +50.0% | +31.9% | +18.0% | +20.2% |
| 5Y | +27.2% | +25.5% | +1.7% | +3.2% |
| 10Y | +200.5% | +257.6% | -57.1% | +48.8% |
| All | +200.5% | +261.0% | -60.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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