+17.1%
NXPI vs CP
+32.0%
-14.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | -2.7% | +4.6% | +3.5% |
| 30D | -1.4% | +0.2% | -1.6% | -1.7% |
| 3M | -29.1% | +2.6% | -31.6% | -30.6% |
| 6M | +6.2% | +6.0% | +0.2% | +1.4% |
| YTD | +5.9% | +24.9% | -19.1% | -9.3% |
| 1Y | +2.9% | +20.1% | -17.2% | -9.7% |
| 3Y | +14.5% | +16.4% | -1.9% | +0.8% |
| All | +17.1% | +32.0% | -14.9% | -5.5% |
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