+78.3%
CSX vs NCLH
+37.2%
+41.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +6.0% | +0.2% | +5.7% | +5.9% |
| 30D | +7.8% | +20.8% | -13.0% | +4.9% |
| 3M | +4.1% | -8.1% | +12.2% | +5.0% |
| 6M | +17.9% | +11.8% | +6.1% | +14.9% |
| YTD | +44.9% | -19.5% | +64.4% | +46.5% |
| 1Y | +51.1% | -3.2% | +54.4% | +48.1% |
| 3Y | +78.3% | +37.1% | +41.2% | +60.7% |
| All | +78.3% | +37.2% | +41.1% | +60.7% |
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