+2,094.7%
NXPI vs CRL
+1,021.7%
+1,073.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.5% |
| 7D | +1.7% | +5.0% | -3.3% | -0.9% |
| 30D | +19.7% | +13.5% | +6.1% | +11.4% |
| 3M | +14.5% | +21.5% | -7.0% | +2.3% |
| 6M | -11.2% | +103.4% | -114.7% | -40.8% |
| YTD | +25.8% | +71.8% | -46.0% | -11.0% |
| 1Y | +35.2% | +97.5% | -62.3% | -11.7% |
| 3Y | +52.3% | +99.2% | -47.0% | -9.4% |
| 5Y | +34.8% | -12.1% | +47.0% | +24.1% |
| 10Y | +214.4% | +359.2% | -144.8% | -3.9% |
| All | +2,094.7% | +1,021.7% | +1,073.0% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling