+170.6%
CVX vs NCLH
-42.0%
+212.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | +0.7% | -6.5% | +7.2% | +1.1% |
| 30D | +9.1% | -22.1% | +31.2% | +10.7% |
| 3M | +13.1% | -18.7% | +31.8% | +14.0% |
| 6M | +16.3% | -28.4% | +44.7% | +18.0% |
| YTD | +43.5% | -34.7% | +78.2% | +46.0% |
| 1Y | +40.2% | -42.7% | +82.9% | +44.1% |
| 3Y | +44.2% | -10.6% | +54.9% | +37.8% |
| 5Y | +170.6% | -40.7% | +211.4% | +161.4% |
| All | +170.6% | -42.0% | +212.6% | +161.4% |
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