+174.4%
NXPI vs CTVA
+216.1%
-41.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | +0.7% | -2.1% | +2.7% | +1.7% |
| 30D | -6.6% | +12.0% | -18.7% | -11.9% |
| 3M | -25.4% | +13.5% | -38.9% | -30.6% |
| 6M | +11.9% | +12.1% | -0.2% | +4.4% |
| YTD | +4.0% | +29.0% | -25.0% | -9.7% |
| 1Y | +1.0% | +18.9% | -17.8% | -9.3% |
| 3Y | +16.3% | +78.9% | -62.6% | -17.5% |
| 5Y | +17.7% | +105.2% | -87.5% | -24.9% |
| All | +174.4% | +216.1% | -41.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling