+22.0%
NXPI vs CP
+24.4%
-2.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -4.4% | +2.8% | -7.1% | -5.9% |
| 30D | +5.6% | +10.2% | -4.7% | -0.5% |
| 3M | +7.6% | +2.4% | +5.3% | +5.8% |
| 6M | -17.6% | +7.7% | -25.2% | -22.0% |
| YTD | +15.9% | +26.0% | -10.1% | -1.6% |
| 1Y | +22.4% | +34.6% | -12.2% | -0.6% |
| 3Y | +43.2% | +26.7% | +16.6% | +19.4% |
| All | +22.0% | +24.4% | -2.3% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling