+214.4%
NXPI vs CVE
+144.4%
+70.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.4% | +2.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +19.7% | -10.8% | +30.5% | +22.9% |
| 3M | +14.5% | -4.3% | +18.9% | +15.2% |
| 6M | -11.2% | -1.5% | -9.8% | -12.1% |
| YTD | +25.8% | +70.7% | -44.9% | +7.1% |
| 1Y | +35.2% | +58.1% | -22.9% | +17.3% |
| 3Y | +52.3% | +69.8% | -17.6% | +27.4% |
| 5Y | +34.8% | +148.9% | -114.1% | -1.4% |
| 10Y | +214.4% | +143.5% | +70.9% | +67.5% |
| All | +214.4% | +144.4% | +70.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling