+1,747.1%
NXPI vs CRL
+844.4%
+902.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +2.1% |
| 7D | +1.9% | -1.0% | +2.9% | +2.4% |
| 30D | -1.4% | +10.7% | -12.1% | -6.7% |
| 3M | -29.1% | +55.3% | -84.3% | -44.5% |
| 6M | +6.2% | +60.7% | -54.4% | -20.7% |
| YTD | +5.9% | +44.6% | -38.8% | -17.3% |
| 1Y | +2.9% | +77.7% | -74.9% | -29.1% |
| 3Y | +14.5% | +37.6% | -23.1% | -15.7% |
| 5Y | +17.1% | -35.8% | +52.9% | +28.4% |
| 10Y | +193.4% | +241.7% | -48.4% | +6.5% |
| All | +1,747.1% | +844.4% | +902.7% | +223.8% |
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