+226.4%
NXPI vs CTVA
+131.3%
+95.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -2.0% |
| 7D | +6.8% | -20.8% | +27.5% | +15.9% |
| 30D | +20.0% | -29.6% | +49.7% | +37.3% |
| 3M | +14.8% | -16.9% | +31.7% | +19.5% |
| 6M | -10.5% | -24.3% | +13.8% | -3.1% |
| YTD | +23.7% | -5.6% | +29.3% | +19.3% |
| 1Y | +34.1% | -4.2% | +38.2% | +28.0% |
| 3Y | +51.2% | +43.3% | +8.0% | +14.2% |
| 5Y | +33.4% | +35.7% | -2.3% | +0.5% |
| All | +226.4% | +131.3% | +95.1% | +64.2% |
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