+17.1%
NXPI vs CPB
-39.5%
+56.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +1.9% | -8.6% | +10.5% | +1.9% |
| 30D | -1.4% | -7.2% | +5.8% | -1.4% |
| 3M | -29.1% | +0.9% | -29.9% | -29.1% |
| 6M | +6.2% | -11.8% | +18.0% | +6.8% |
| YTD | +5.9% | -19.4% | +25.3% | +6.9% |
| 1Y | +2.9% | -30.4% | +33.3% | +4.5% |
| 3Y | +14.5% | -40.2% | +54.6% | +16.5% |
| All | +17.1% | -39.5% | +56.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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