+427.3%
CSX vs NCLH
-52.5%
+479.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -5.5% | +2.0% | -7.5% | -5.9% |
| 30D | +4.9% | +19.1% | -14.1% | +1.7% |
| 3M | -2.9% | -7.5% | +4.6% | -2.0% |
| 6M | +8.3% | +1.0% | +7.4% | +7.0% |
| YTD | +36.7% | -19.7% | +56.5% | +38.7% |
| 1Y | +41.5% | -1.8% | +43.3% | +38.4% |
| 3Y | +68.6% | +36.7% | +31.9% | +49.9% |
| 5Y | +48.4% | -38.0% | +86.5% | +42.8% |
| All | +427.3% | -52.5% | +479.8% | +425.9% |
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 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