+16.8%
NXPI vs CTVA
+102.0%
-85.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.7% | -4.7% | +5.3% | +2.6% |
| 30D | -4.2% | +11.1% | -15.3% | -8.4% |
| 3M | -20.4% | +13.7% | -34.1% | -25.1% |
| 6M | +12.5% | +11.2% | +1.3% | +6.6% |
| YTD | +5.2% | +26.9% | -21.7% | -5.8% |
| 1Y | +5.1% | +18.8% | -13.7% | -3.8% |
| 3Y | +17.7% | +75.9% | -58.3% | -9.5% |
| 5Y | +16.8% | +105.2% | -88.4% | -17.8% |
| All | +16.8% | +102.0% | -85.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling