+1,921.9%
NXPI vs CPRT
+1,332.7%
+589.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.6% |
| 7D | -4.4% | +6.0% | -10.4% | -8.3% |
| 30D | +5.6% | +20.0% | -14.5% | -7.1% |
| 3M | +7.6% | +10.1% | -2.5% | -1.8% |
| 6M | -17.6% | -4.3% | -13.2% | -19.4% |
| YTD | +15.9% | -18.4% | +34.3% | +25.7% |
| 1Y | +22.4% | -20.1% | +42.5% | +34.4% |
| 3Y | +43.2% | -30.4% | +73.6% | +69.8% |
| 5Y | +21.4% | -17.0% | +38.3% | +25.3% |
| 10Y | +186.8% | +403.2% | -216.4% | -22.3% |
| All | +1,921.9% | +1,332.7% | +589.2% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 all: compounded portfolio wealth divided by compounded CPRT 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…
all analysis · Full analysis span regression · 6 months rolling