-55.5%
NCLH vs CSGP
+44.3%
-99.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.2% |
| 7D | -6.5% | -4.1% | -2.4% | -4.4% |
| 30D | -23.3% | +2.3% | -25.6% | -24.7% |
| 3M | -18.6% | -8.2% | -10.4% | -16.2% |
| 6M | -26.2% | -35.1% | +8.8% | -9.0% |
| YTD | -30.2% | -54.0% | +23.8% | +2.2% |
| 1Y | -39.2% | -65.3% | +26.2% | +4.9% |
| 3Y | -5.1% | -62.6% | +57.5% | +51.9% |
| 5Y | -36.8% | -64.8% | +28.1% | +1.3% |
| All | -55.5% | +44.3% | -99.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling