+482.4%
CSX vs NCLH
-56.0%
+538.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -2.3% | -20.1% | +17.8% | +1.3% |
| 3M | +4.3% | -17.0% | +21.3% | +7.0% |
| 6M | +23.4% | -23.2% | +46.6% | +27.4% |
| YTD | +36.4% | -31.0% | +67.5% | +42.3% |
| 1Y | +53.0% | -37.3% | +90.3% | +61.4% |
| 3Y | +70.6% | -5.6% | +76.2% | +61.5% |
| 5Y | +65.5% | -37.0% | +102.4% | +58.3% |
| 10Y | +482.4% | -55.3% | +537.6% | +470.5% |
| All | +482.4% | -56.0% | +538.4% | +470.5% |
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