+52.0%
CSX vs NCLH
-34.4%
+86.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +2.4% |
| 7D | -2.2% | +2.7% | -4.9% | -2.6% |
| 30D | +6.8% | +18.4% | -11.6% | +4.1% |
| 3M | +0.7% | -4.3% | +5.0% | +1.0% |
| 6M | +13.3% | +7.9% | +5.4% | +11.0% |
| YTD | +40.5% | -17.4% | +58.0% | +41.7% |
| 1Y | +44.7% | -3.4% | +48.0% | +42.2% |
| 3Y | +74.5% | +44.4% | +30.1% | +57.0% |
| 5Y | +52.0% | -33.7% | +85.7% | +49.4% |
| All | +52.0% | -34.4% | +86.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling