+22.0%
NXPI vs CSGP
-63.4%
+85.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +2.9% |
| 7D | -4.4% | +1.3% | -5.6% | -4.8% |
| 30D | +5.6% | +10.7% | -5.1% | +1.2% |
| 3M | +7.6% | +3.3% | +4.3% | +4.5% |
| 6M | -17.6% | -10.3% | -7.2% | -17.3% |
| YTD | +15.9% | -54.6% | +70.5% | +54.3% |
| 1Y | +22.4% | -54.6% | +77.0% | +62.5% |
| 3Y | +43.2% | -60.3% | +103.6% | +97.5% |
| All | +22.0% | -63.4% | +85.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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