+7.9%
NXPI vs CRH
-20.2%
+28.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.1% |
| 7D | +3.9% | -6.1% | +9.9% | +6.6% |
| 30D | +1.4% | -9.3% | +10.6% | +5.5% |
| 3M | -21.5% | -15.2% | -6.3% | -16.1% |
| 6M | +19.4% | -14.2% | +33.6% | +25.9% |
| YTD | +9.9% | -28.3% | +38.2% | +24.6% |
| 1Y | +7.9% | -21.8% | +29.7% | +16.3% |
| All | +7.9% | -20.2% | +28.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling