+51.2%
NXPI vs CRS
+343.5%
-292.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | +6.8% | +4.8% | +2.0% | +5.2% |
| 30D | +20.0% | -23.2% | +43.2% | +28.2% |
| 3M | +14.8% | -45.5% | +60.3% | +35.4% |
| 6M | -10.5% | -33.1% | +22.7% | -0.4% |
| YTD | +23.7% | -7.2% | +30.9% | +22.6% |
| 1Y | +34.1% | -10.0% | +44.1% | +34.0% |
| 3Y | +51.2% | +332.3% | -281.1% | +1.2% |
| All | +51.2% | +343.5% | -292.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling