+55.5%
NXPI vs CPNG
-76.1%
+131.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +6.8% | -6.8% | +13.5% | +8.5% |
| 30D | +20.0% | +5.5% | +14.6% | +18.3% |
| 3M | +14.8% | -6.8% | +21.6% | +16.2% |
| 6M | -10.5% | -4.8% | -5.6% | -10.5% |
| YTD | +23.7% | -35.6% | +59.3% | +34.3% |
| 1Y | +34.1% | -46.8% | +80.8% | +52.3% |
| 3Y | +51.2% | -0.8% | +52.0% | +45.5% |
| 5Y | +33.4% | -42.9% | +76.3% | +32.1% |
| All | +55.5% | -76.1% | +131.6% | +57.2% |
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