+1,747.1%
NXPI vs CP
+783.6%
+963.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | +1.9% | -2.7% | +4.6% | +3.6% |
| 30D | -1.4% | +0.2% | -1.6% | -1.7% |
| 3M | -29.1% | +2.6% | -31.6% | -30.7% |
| 6M | +6.2% | +6.0% | +0.2% | +1.2% |
| YTD | +5.9% | +24.9% | -19.1% | -9.7% |
| 1Y | +2.9% | +20.1% | -17.2% | -10.1% |
| 3Y | +14.5% | +16.4% | -1.9% | +1.0% |
| 5Y | +17.1% | +31.7% | -14.7% | -6.4% |
| 10Y | +193.4% | +223.9% | -30.5% | +33.2% |
| All | +1,747.1% | +783.6% | +963.5% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling