+45.9%
CSCO vs NCLH
-8.8%
+54.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.3% |
| 7D | -6.1% | +15.8% | -21.9% | -6.7% |
| 30D | -8.2% | +25.1% | -33.2% | -9.2% |
| 3M | -14.6% | -7.3% | -7.2% | -14.4% |
| 6M | +12.7% | +8.1% | +4.6% | +12.4% |
| YTD | +37.0% | -16.7% | +53.7% | +36.5% |
| 1Y | +45.9% | -1.0% | +46.9% | +45.3% |
| All | +45.9% | -8.8% | +54.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 1y: compounded portfolio wealth divided by compounded NCLH 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…
1y analysis · Full analysis span regression · 6 months rolling