+211.4%
NXPI vs CRL
+244.4%
-33.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.2% |
| 7D | -2.3% | -4.6% | +2.3% | -0.1% |
| 30D | -4.3% | +0.5% | -4.8% | -4.7% |
| 3M | -24.7% | +46.6% | -71.3% | -38.2% |
| 6M | +9.7% | +57.3% | -47.5% | -15.3% |
| YTD | +3.8% | +39.5% | -35.8% | -15.7% |
| 1Y | +1.6% | +76.9% | -75.3% | -27.8% |
| 3Y | +16.0% | +39.4% | -23.3% | -13.0% |
| 5Y | +16.1% | -37.2% | +53.3% | +30.8% |
| 10Y | +211.4% | +253.4% | -42.0% | +59.2% |
| All | +211.4% | +244.4% | -33.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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