+16.8%
NXPI vs CPAY
+53.2%
-36.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.7% | -2.7% | +3.3% | +2.1% |
| 30D | -4.2% | +0.6% | -4.8% | -4.6% |
| 3M | -20.4% | +17.0% | -37.5% | -27.6% |
| 6M | +12.5% | +24.1% | -11.6% | -2.2% |
| YTD | +5.2% | +35.7% | -30.5% | -15.1% |
| 1Y | +5.1% | +34.0% | -28.9% | -15.0% |
| 3Y | +17.7% | +50.3% | -32.6% | -13.6% |
| 5Y | +16.8% | +56.7% | -39.8% | -21.0% |
| All | +16.8% | +53.2% | -36.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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