+15.2%
NXPI vs CPNG
-51.6%
+66.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.3% | -7.6% | +5.3% | -0.3% |
| 30D | -4.3% | -8.8% | +4.5% | -2.2% |
| 3M | -24.7% | -7.2% | -17.4% | -23.9% |
| 6M | +9.7% | -21.5% | +31.3% | +14.5% |
| YTD | +3.8% | -37.4% | +41.2% | +14.6% |
| 1Y | +1.6% | -54.3% | +56.0% | +21.9% |
| 3Y | +16.0% | -20.3% | +36.3% | +17.2% |
| All | +15.2% | -51.6% | +66.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling