+787.6%
CSX vs NCLH
-38.0%
+825.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | -6.5% | +3.1% | -2.3% |
| 30D | -3.1% | -23.3% | +20.2% | +1.3% |
| 3M | +7.2% | -18.6% | +25.8% | +10.3% |
| 6M | +16.2% | -26.2% | +42.4% | +20.9% |
| YTD | +37.5% | -30.2% | +67.8% | +43.4% |
| 1Y | +53.2% | -39.2% | +92.4% | +62.7% |
| 3Y | +68.2% | -5.1% | +73.3% | +58.7% |
| 5Y | +65.2% | -36.8% | +102.0% | +57.6% |
| 10Y | +504.1% | -56.3% | +560.4% | +424.6% |
| All | +787.6% | -38.0% | +825.6% | +663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling