+15.2%
NXPI vs CRS
+1,391.9%
-1,376.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -0.5% | -1.7% | -2.1% |
| 30D | -4.3% | -18.1% | +13.8% | +1.9% |
| 3M | -24.7% | -12.4% | -12.2% | -21.5% |
| 6M | +9.7% | +15.9% | -6.2% | +3.4% |
| YTD | +3.8% | +45.8% | -42.1% | -10.4% |
| 1Y | +1.6% | +87.8% | -86.1% | -21.1% |
| 3Y | +16.0% | +648.7% | -632.7% | -46.3% |
| All | +15.2% | +1,391.9% | -1,376.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling