-40.2%
NCLH vs CGNX
+618.0%
-658.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | -0.1% |
| 7D | -4.8% | +3.2% | -8.0% | -6.1% |
| 30D | -21.7% | +6.0% | -27.7% | -24.0% |
| 3M | -22.2% | +3.5% | -25.8% | -25.0% |
| 6M | -27.5% | +26.3% | -53.8% | -36.4% |
| YTD | -33.6% | +79.2% | -112.8% | -52.5% |
| 1Y | -45.0% | +43.8% | -88.8% | -56.9% |
| 3Y | -11.0% | +52.0% | -63.0% | -34.5% |
| 5Y | -39.7% | -24.0% | -15.7% | -41.1% |
| 10Y | -57.0% | +189.1% | -246.1% | -74.8% |
| All | -40.2% | +618.0% | -658.2% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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