-52.6%
NCLH vs CSGP
+63.3%
-115.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +3.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.3% |
| 30D | +19.1% | +10.7% | +8.4% | +10.6% |
| 3M | -7.5% | +3.3% | -10.8% | -11.7% |
| 6M | +1.0% | -10.3% | +11.3% | +2.2% |
| YTD | -19.7% | -54.6% | +34.9% | +15.9% |
| 1Y | -1.8% | -54.6% | +52.9% | +41.3% |
| 3Y | +36.7% | -60.3% | +97.0% | +106.8% |
| 5Y | -38.0% | -63.3% | +25.3% | -4.4% |
| All | -52.6% | +63.3% | -115.9% | -64.2% |
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