+1,921.9%
NXPI vs CP
+791.1%
+1,130.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -4.4% | +2.8% | -7.1% | -6.1% |
| 30D | +5.6% | +10.2% | -4.7% | -1.0% |
| 3M | +7.6% | +2.4% | +5.3% | +5.6% |
| 6M | -17.6% | +7.7% | -25.2% | -22.2% |
| YTD | +15.9% | +26.0% | -10.1% | -1.9% |
| 1Y | +22.4% | +34.6% | -12.2% | -0.8% |
| 3Y | +43.2% | +26.7% | +16.6% | +19.7% |
| 5Y | +21.4% | +24.9% | -3.5% | +0.5% |
| 10Y | +186.8% | +258.6% | -71.8% | +22.5% |
| All | +1,921.9% | +791.1% | +1,130.9% | +238.6% |
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