+359.9%
CSCO vs NCLH
-57.7%
+417.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -1.1% | -6.5% | +5.5% | -0.2% |
| 30D | -10.8% | -22.1% | +11.3% | -8.1% |
| 3M | -9.2% | -18.7% | +9.5% | -7.2% |
| 6M | +39.5% | -28.4% | +67.9% | +44.3% |
| YTD | +41.5% | -34.7% | +76.2% | +47.1% |
| 1Y | +61.0% | -42.7% | +103.7% | +69.5% |
| 3Y | +105.2% | -10.6% | +115.8% | +98.1% |
| 5Y | +113.4% | -40.7% | +154.2% | +107.5% |
| All | +359.9% | -57.7% | +417.5% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling