+1,747.1%
NXPI vs CRS
+1,691.3%
+55.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.4% | -16.6% | +15.2% | +5.9% |
| 3M | -29.1% | -3.5% | -25.6% | -28.3% |
| 6M | +6.2% | +15.4% | -9.2% | -1.5% |
| YTD | +5.9% | +51.2% | -45.3% | -13.3% |
| 1Y | +2.9% | +98.3% | -95.4% | -26.4% |
| 3Y | +14.5% | +651.5% | -637.1% | -55.9% |
| 5Y | +17.1% | +1,411.1% | -1,394.1% | -68.9% |
| 10Y | +193.4% | +1,424.3% | -1,231.0% | -39.0% |
| All | +1,747.1% | +1,691.3% | +55.8% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling