-29.5%
NCLH vs CSGP
-63.4%
+33.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.8% |
| 7D | +1.7% | -6.1% | +7.8% | +4.6% |
| 30D | +17.9% | +0.3% | +17.6% | +15.7% |
| 3M | -4.5% | -1.3% | -3.2% | -6.3% |
| 6M | +12.9% | -8.9% | +21.8% | +13.5% |
| YTD | -19.1% | -55.2% | +36.1% | +17.6% |
| 1Y | -4.6% | -56.4% | +51.7% | +40.3% |
| 3Y | +37.0% | -62.2% | +99.2% | +112.8% |
| 5Y | -29.5% | -63.7% | +34.1% | +15.5% |
| All | -29.5% | -63.4% | +33.9% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling