+210.0%
NXPI vs CRS
+1,409.1%
-1,199.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | +0.7% | -4.1% | +4.8% | +2.1% |
| 30D | -4.2% | -16.6% | +12.4% | +2.0% |
| 3M | -20.4% | -14.3% | -6.2% | -16.2% |
| 6M | +12.5% | +11.6% | +0.9% | +6.7% |
| YTD | +5.2% | +42.6% | -37.3% | -9.6% |
| 1Y | +5.1% | +81.8% | -76.7% | -18.9% |
| 3Y | +17.7% | +632.1% | -614.4% | -48.0% |
| 5Y | +16.8% | +1,401.6% | -1,384.8% | -62.5% |
| All | +210.0% | +1,409.1% | -1,199.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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