+43.7%
NCLH vs CSGP
-61.8%
+105.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.2% | -7.1% | +8.3% | +3.4% |
| 30D | +22.6% | +3.6% | +19.0% | +19.9% |
| 3M | +0.6% | -2.7% | +3.4% | +0.1% |
| 6M | +13.5% | -8.0% | +21.6% | +13.9% |
| YTD | -15.7% | -55.0% | +39.3% | +10.8% |
| 1Y | 0.0% | -55.8% | +55.8% | +32.1% |
| All | +43.7% | -61.8% | +105.5% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling