+179.3%
NXPI vs CTVA
+223.3%
-44.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +1.9% | +4.9% | -3.0% | -0.6% |
| 30D | -1.4% | +11.9% | -13.4% | -7.0% |
| 3M | -29.1% | +13.7% | -42.7% | -34.0% |
| 6M | +6.2% | +13.1% | -6.9% | -1.3% |
| YTD | +5.9% | +32.0% | -26.1% | -9.2% |
| 1Y | +2.9% | +22.1% | -19.2% | -8.9% |
| 3Y | +14.5% | +77.5% | -63.0% | -18.3% |
| 5Y | +17.1% | +106.3% | -89.2% | -25.4% |
| All | +179.3% | +223.3% | -44.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling