+221.0%
CVX vs NCLH
-38.7%
+259.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +13.4% | -20.1% | +33.5% | +17.5% |
| 3M | +11.8% | -17.0% | +28.9% | +14.3% |
| 6M | +12.4% | -23.2% | +35.7% | +15.1% |
| YTD | +41.5% | -31.0% | +72.5% | +46.1% |
| 1Y | +41.6% | -37.3% | +78.9% | +47.9% |
| 3Y | +42.2% | -5.6% | +47.8% | +30.4% |
| 5Y | +166.0% | -37.0% | +202.9% | +145.5% |
| 10Y | +207.2% | -55.3% | +262.5% | +141.8% |
| All | +221.0% | -38.7% | +259.7% | +144.3% |
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