+308.5%
CSCO vs NCLH
-53.4%
+361.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.7% | -6.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -15.8% | +20.8% | -36.6% | -18.0% |
| 3M | -15.4% | -8.1% | -7.3% | -14.7% |
| 6M | -5.4% | +11.8% | -17.2% | -7.4% |
| YTD | +26.5% | -19.5% | +46.0% | +27.8% |
| 1Y | +25.9% | -3.2% | +29.1% | +24.0% |
| 3Y | +97.5% | +37.1% | +60.4% | +80.6% |
| 5Y | +93.0% | -29.9% | +122.9% | +83.7% |
| All | +308.5% | -53.4% | +361.8% | +324.6% |
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