+108.4%
CSCO vs NCLH
-10.5%
+118.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | -10.7% | -19.9% | +9.2% | -8.6% |
| 3M | -8.7% | -22.0% | +13.2% | -6.5% |
| 6M | +44.9% | -28.3% | +73.2% | +49.4% |
| YTD | +44.1% | -33.5% | +77.6% | +49.0% |
| 1Y | +65.9% | -41.5% | +107.3% | +73.8% |
| All | +108.4% | -10.5% | +118.9% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling