+782.4%
CSX vs NCLH
-28.6%
+811.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 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% | +38.8% |
| 1Y | +41.5% | -1.8% | +43.3% | +38.3% |
| 3Y | +68.6% | +36.7% | +31.9% | +49.4% |
| 5Y | +48.4% | -38.0% | +86.5% | +42.5% |
| 10Y | +446.6% | -51.6% | +498.2% | +366.9% |
| All | +782.4% | -28.6% | +811.0% | +638.4% |
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 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