+32.2%
NXPI vs CPNG
-76.9%
+109.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +0.7% | -5.4% | +6.1% | +2.0% |
| 30D | -4.2% | -11.1% | +6.9% | -1.6% |
| 3M | -20.4% | -3.0% | -17.4% | -20.5% |
| 6M | +12.5% | -23.5% | +36.0% | +17.8% |
| YTD | +5.2% | -37.8% | +43.0% | +15.5% |
| 1Y | +5.1% | -54.3% | +59.4% | +24.3% |
| 3Y | +17.7% | -20.8% | +38.5% | +19.2% |
| 5Y | +16.8% | -51.1% | +67.9% | +18.2% |
| All | +32.2% | -76.9% | +109.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling