+17.8%
NXPI vs CRL
+42.4%
-24.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.8% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | -1.4% | +10.7% | -12.1% | -5.0% |
| 3M | -29.1% | +55.3% | -84.3% | -40.1% |
| 6M | +6.2% | +60.7% | -54.4% | -13.1% |
| YTD | +5.9% | +44.6% | -38.8% | -9.9% |
| 1Y | +2.9% | +77.7% | -74.9% | -20.9% |
| All | +17.8% | +42.4% | -24.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling